+19.3%
A vs SAN
+19.5%
-0.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.1% | +3.4% | -3.5% | -0.8% |
| 30D | +3.3% | -6.3% | +9.5% | +4.4% |
| 3M | +18.5% | -14.1% | +32.7% | +21.6% |
| 6M | +59.3% | +4.2% | +55.1% | +56.2% |
| YTD | +31.0% | +9.0% | +22.0% | +25.6% |
| 1Y | +19.3% | +18.8% | +0.6% | +10.6% |
| All | +19.3% | +19.5% | -0.2% | +10.6% |
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 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