+91.7%
USB vs SAN
+236.7%
-145.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.6% |
| 7D | 0.0% | +4.9% | -4.9% | -2.4% |
| 30D | +5.8% | -13.0% | +18.8% | +12.9% |
| 3M | -6.0% | -18.9% | +12.9% | +3.7% |
| 6M | +7.8% | -4.1% | +11.9% | +8.7% |
| YTD | +14.6% | +2.6% | +12.0% | +10.1% |
| 1Y | +31.8% | +16.9% | +14.8% | +18.3% |
| 3Y | +91.5% | +239.1% | -147.5% | -5.8% |
| 5Y | +22.0% | +266.8% | -244.8% | -44.3% |
| All | +91.7% | +236.7% | -145.0% | -15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling