+22.7%
USB vs SAN
+272.3%
-249.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -1.5% | +3.5% | -4.9% | -2.9% |
| 30D | +4.3% | -13.2% | +17.5% | +10.4% |
| 3M | -6.1% | -16.9% | +10.9% | +1.1% |
| 6M | +9.4% | +2.3% | +7.1% | +7.2% |
| YTD | +15.2% | +4.9% | +10.2% | +10.4% |
| 1Y | +32.8% | +20.4% | +12.3% | +19.6% |
| 3Y | +91.3% | +243.2% | -151.9% | +1.6% |
| 5Y | +22.7% | +275.3% | -252.6% | -34.8% |
| All | +22.7% | +272.3% | -249.7% | -34.8% |
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