+75.4%
USAR vs SAN
+324.7%
-249.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +2.3% | +3.3% | -1.0% | +0.9% |
| 30D | -8.6% | +1.1% | -9.7% | -9.0% |
| 3M | -20.5% | +22.2% | -42.7% | -26.3% |
| 6M | +1.2% | +36.0% | -34.8% | -8.4% |
| YTD | +48.4% | +28.2% | +20.2% | +34.7% |
| 1Y | +30.6% | +54.1% | -23.5% | +13.5% |
| 3Y | +73.6% | +354.2% | -280.6% | +36.2% |
| All | +75.4% | +324.7% | -249.4% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling