+16.4%
B vs SAN
+22.7%
-6.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.8% | -6.9% | -6.6% |
| 7D | +7.1% | +10.8% | -3.6% | +1.1% |
| 30D | -3.3% | -5.7% | +2.4% | -0.5% |
| 3M | -2.5% | -13.4% | +10.9% | +5.1% |
| 6M | -7.2% | +3.5% | -10.8% | -9.3% |
| YTD | -7.4% | +9.7% | -17.1% | -13.9% |
| 1Y | +16.4% | +20.9% | -4.4% | +4.1% |
| All | +16.4% | +22.7% | -6.3% | +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