+992.7%
C vs SAN
+1,705.1%
-712.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.8% |
| 7D | -5.3% | +3.5% | -8.8% | -7.3% |
| 30D | -7.3% | -13.2% | +5.9% | +0.1% |
| 3M | -13.5% | -16.9% | +3.5% | -4.4% |
| 6M | -6.5% | +2.3% | -8.8% | -8.8% |
| YTD | +3.6% | +4.9% | -1.3% | -1.5% |
| 1Y | +18.9% | +20.4% | -1.5% | +4.3% |
| 3Y | +205.0% | +243.2% | -38.2% | +40.0% |
| 5Y | +109.4% | +275.3% | -165.9% | -13.2% |
| 10Y | +232.9% | +254.0% | -21.1% | +36.3% |
| All | +992.7% | +1,705.1% | -712.4% | +175.4% |
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