-1.5%
AS vs SAN
+12.6%
-14.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.2% |
| 7D | -4.9% | +4.0% | -8.9% | -6.7% |
| 30D | +3.9% | -7.8% | +11.7% | +7.8% |
| 3M | -9.6% | -16.4% | +6.8% | -1.6% |
| 6M | -8.7% | +3.5% | -12.2% | -13.4% |
| YTD | -19.8% | +6.7% | -26.5% | -23.0% |
| 1Y | -1.5% | +14.5% | -16.0% | -4.1% |
| All | -1.5% | +12.6% | -14.2% | -4.1% |
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