+31.8%
A vs SAN
+356.8%
-325.0%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -2.1% | +3.3% | -5.4% | -2.9% |
| 30D | +0.6% | +1.1% | -0.5% | +0.3% |
| 3M | +10.9% | +22.2% | -11.3% | +4.5% |
| 6M | +28.2% | +36.0% | -7.9% | +16.7% |
| YTD | +8.6% | +28.2% | -19.7% | 0.0% |
| 1Y | +15.5% | +54.1% | -38.6% | +0.3% |
| 3Y | +31.8% | +354.2% | -322.4% | -15.9% |
| All | +31.8% | +356.8% | -325.0% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling