+145.0%
ALL vs SAN
+267.8%
-122.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.2% | -4.0% |
| 7D | -1.9% | +4.9% | -6.9% | -2.8% |
| 30D | +13.8% | -13.0% | +26.8% | +16.6% |
| 3M | -7.0% | -18.9% | +11.9% | -3.5% |
| 6M | +18.0% | -4.1% | +22.2% | +17.9% |
| YTD | +24.2% | +2.6% | +21.6% | +21.0% |
| 1Y | +31.2% | +16.9% | +14.2% | +23.5% |
| 3Y | +107.5% | +239.1% | -131.5% | +43.8% |
| All | +145.0% | +267.8% | -122.8% | +59.0% |
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 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