+157.6%
B vs SAN
+381.6%
-223.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -1.6% | +1.8% | -3.4% | -2.0% |
| 30D | +9.4% | +2.0% | +7.5% | +8.9% |
| 3M | +5.0% | +19.7% | -14.7% | +0.4% |
| 6M | -3.5% | +30.6% | -34.2% | -9.6% |
| YTD | +4.5% | +28.8% | -24.4% | -2.1% |
| 1Y | +67.8% | +57.8% | +10.0% | +51.1% |
| 3Y | +196.7% | +338.1% | -141.4% | +122.7% |
| All | +157.6% | +381.6% | -223.9% | +73.4% |
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