-5.5%
AS vs SAN
+3.8%
-9.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.4% | -1.3% | +2.6% |
| 7D | +13.8% | +4.5% | +9.2% | +11.7% |
| 30D | +16.7% | -12.1% | +28.8% | +22.3% |
| 3M | -11.5% | -15.6% | +4.0% | -6.0% |
| 6M | -5.5% | +5.8% | -11.3% | -17.3% |
| All | -5.5% | +3.8% | -9.3% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling