+803.7%
B vs SAN
+2,116.5%
-1,312.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -1.6% | +1.8% | -3.4% | -1.8% |
| 30D | +9.4% | +2.0% | +7.5% | +9.2% |
| 3M | +5.0% | +19.7% | -14.7% | +2.6% |
| 6M | -3.5% | +30.6% | -34.2% | -6.8% |
| YTD | +4.5% | +28.8% | -24.4% | +1.0% |
| 1Y | +67.8% | +57.8% | +10.0% | +58.2% |
| 3Y | +196.7% | +338.1% | -141.4% | +145.3% |
| 5Y | +151.9% | +384.2% | -232.3% | +102.6% |
| 10Y | +202.2% | +353.1% | -151.0% | +134.1% |
| All | +803.7% | +2,116.5% | -1,312.7% | +572.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling