+162.4%
ALL vs SAN
+294.0%
-131.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +5.0% | +4.0% | +1.0% | +4.2% |
| 30D | +13.3% | -7.8% | +21.1% | +14.8% |
| 3M | +3.2% | -16.4% | +19.5% | +6.4% |
| 6M | +25.3% | +3.5% | +21.8% | +23.2% |
| YTD | +30.5% | +6.7% | +23.8% | +26.1% |
| 1Y | +29.2% | +14.5% | +14.7% | +22.6% |
| 3Y | +119.1% | +243.5% | -124.4% | +52.0% |
| All | +162.4% | +294.0% | -131.6% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling