+7,463.6%
CI vs SAN
+2,116.5%
+5,347.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | +1.3% | +1.8% | -0.5% | +0.8% |
| 30D | +4.4% | +2.0% | +2.5% | +3.9% |
| 3M | +0.7% | +19.7% | -19.1% | -4.5% |
| 6M | +0.3% | +30.6% | -30.3% | -7.6% |
| YTD | +3.8% | +28.8% | -25.0% | -4.6% |
| 1Y | -5.5% | +57.8% | -63.3% | -18.0% |
| 3Y | +8.1% | +338.1% | -330.0% | -31.0% |
| 5Y | +42.8% | +384.2% | -341.4% | -14.7% |
| 10Y | +143.9% | +353.1% | -209.3% | +40.7% |
| All | +7,463.6% | +2,116.5% | +5,347.1% | +3,065.8% |
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