+65.9%
A vs SAN
+238.2%
-172.3%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +2.3% |
| 7D | -0.1% | +4.9% | -5.0% | -1.4% |
| 30D | +3.4% | -13.0% | +16.3% | +7.0% |
| 3M | +23.8% | -18.9% | +42.7% | +30.4% |
| 6M | +49.0% | -4.1% | +53.1% | +49.0% |
| YTD | +29.4% | +2.6% | +26.8% | +26.0% |
| 1Y | +19.4% | +16.9% | +2.4% | +11.5% |
| All | +65.9% | +238.2% | -172.3% | +16.0% |
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