+8.8%
COMP vs SAN
+19.5%
-10.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.2% |
| 7D | +2.2% | +3.4% | -1.2% | -0.7% |
| 30D | +16.3% | -6.3% | +22.6% | +21.9% |
| 3M | -19.1% | -14.1% | -5.0% | -9.3% |
| 6M | +17.1% | +4.2% | +13.0% | +13.1% |
| YTD | -2.9% | +9.0% | -12.0% | -6.3% |
| 1Y | +8.8% | +18.8% | -10.0% | +4.9% |
| All | +8.8% | +19.5% | -10.7% | +4.9% |
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