+22.2%
A vs SAN
+23.5%
-1.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.5% | -0.2% |
| 7D | -2.4% | +4.5% | -6.9% | -3.2% |
| 30D | +3.6% | -12.1% | +15.7% | +6.0% |
| 3M | +27.5% | -15.6% | +43.0% | +31.3% |
| 6M | +58.5% | +5.8% | +52.7% | +54.2% |
| YTD | +31.2% | +5.5% | +25.7% | +26.7% |
| 1Y | +22.2% | +23.6% | -1.4% | +12.1% |
| All | +22.2% | +23.5% | -1.3% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling