+21.0%
USAR vs SAN
+53.7%
-32.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -2.5% |
| 7D | -4.4% | -0.5% | -4.0% | -4.1% |
| 30D | -10.4% | -0.1% | -10.3% | -10.4% |
| 3M | -18.4% | +19.6% | -38.0% | -27.9% |
| 6M | -8.8% | +32.7% | -41.5% | -23.0% |
| YTD | +43.4% | +26.7% | +16.7% | +17.0% |
| 1Y | +21.0% | +51.6% | -30.6% | +4.7% |
| All | +21.0% | +53.7% | -32.7% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling