+330.1%
ACWI vs SAN
+77.6%
+252.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | -4.0% | +3.5% | -7.5% | -5.3% |
| 30D | -5.8% | -13.2% | +7.4% | -1.1% |
| 3M | -5.0% | -16.9% | +11.9% | +1.2% |
| 6M | +0.7% | +2.3% | -1.6% | -1.0% |
| YTD | +8.4% | +4.9% | +3.5% | +4.7% |
| 1Y | +10.1% | +20.4% | -10.3% | +1.0% |
| 3Y | +70.8% | +243.2% | -172.4% | +3.7% |
| 5Y | +55.4% | +275.3% | -219.9% | -12.1% |
| 10Y | +223.3% | +254.0% | -30.7% | +70.0% |
| All | +330.1% | +77.6% | +252.5% | +130.8% |
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