-13.0%
USAR vs SAN
+260.6%
-273.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.1% | +0.4% | +3.8% |
| 7D | -1.1% | +8.7% | -9.8% | -5.0% |
| 30D | -30.3% | -6.5% | -23.8% | -28.2% |
| 3M | -54.7% | -14.2% | -40.5% | -51.5% |
| 6M | -67.5% | +2.7% | -70.2% | -67.4% |
| YTD | -26.4% | +8.9% | -35.3% | -28.1% |
| 1Y | -49.5% | +23.4% | -72.9% | -52.0% |
| 3Y | -14.5% | +257.9% | -272.4% | -27.9% |
| All | -13.0% | +260.6% | -273.6% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling