+568.3%
A vs SAN
+312.9%
+255.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +2.6% |
| 7D | -0.1% | +4.9% | -5.0% | -2.1% |
| 30D | +3.4% | -13.0% | +16.3% | +8.8% |
| 3M | +23.8% | -18.9% | +42.7% | +33.8% |
| 6M | +49.0% | -4.1% | +53.1% | +49.4% |
| YTD | +29.4% | +2.6% | +26.8% | +25.0% |
| 1Y | +19.4% | +16.9% | +2.4% | +9.3% |
| 3Y | +66.2% | +239.1% | -172.9% | -3.6% |
| 5Y | +15.8% | +266.8% | -251.0% | -37.7% |
| 10Y | +326.1% | +246.0% | +80.1% | +108.6% |
| All | +568.3% | +312.9% | +255.4% | +93.6% |
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 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