+8,438.8%
USB vs SAN
+2,116.5%
+6,322.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | +1.4% | +1.8% | -0.3% | +0.7% |
| 30D | -1.3% | +2.0% | -3.3% | -2.1% |
| 3M | +15.2% | +19.7% | -4.5% | +6.9% |
| 6M | +18.8% | +30.6% | -11.8% | +6.0% |
| YTD | +21.0% | +28.8% | -7.8% | +7.9% |
| 1Y | +34.0% | +57.8% | -23.8% | +10.0% |
| 3Y | +95.3% | +338.1% | -242.8% | +4.2% |
| 5Y | +40.4% | +384.2% | -343.8% | -29.5% |
| 10Y | +107.3% | +353.1% | -245.8% | +2.1% |
| All | +8,438.8% | +2,116.5% | +6,322.4% | +2,610.9% |
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