+356.8%
ACWI vs SAN
+118.1%
+238.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +0.5% | +1.8% | -1.3% | -0.2% |
| 30D | +0.9% | +2.0% | -1.1% | +0.1% |
| 3M | +2.4% | +19.7% | -17.3% | -4.4% |
| 6M | +12.4% | +30.6% | -18.3% | +1.2% |
| YTD | +15.2% | +28.8% | -13.7% | +3.6% |
| 1Y | +22.7% | +57.8% | -35.1% | +2.3% |
| 3Y | +75.8% | +338.1% | -262.3% | -2.2% |
| 5Y | +67.7% | +384.2% | -316.5% | -13.6% |
| 10Y | +229.0% | +353.1% | -124.2% | +58.1% |
| All | +356.8% | +118.1% | +238.8% | +128.4% |
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