+30.5%
ALL vs SAN
+22.7%
+7.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.9% |
| 7D | -0.1% | +10.8% | -10.9% | +0.5% |
| 30D | +13.8% | -5.7% | +19.6% | +13.0% |
| 3M | -2.8% | -13.4% | +10.7% | -4.1% |
| 6M | +23.7% | +3.5% | +20.1% | +24.1% |
| YTD | +27.3% | +9.7% | +17.5% | +25.9% |
| 1Y | +30.5% | +20.9% | +9.7% | +27.0% |
| All | +30.5% | +22.7% | +7.8% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling