-44.8%
COMP vs SAN
+425.9%
-470.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | +1.4% | +1.8% | -0.4% | +0.3% |
| 30D | -13.3% | +2.0% | -15.3% | -14.4% |
| 3M | +41.1% | +19.7% | +21.4% | +26.4% |
| 6M | +17.2% | +30.6% | -13.5% | +0.9% |
| YTD | +5.2% | +28.8% | -23.6% | -9.9% |
| 1Y | +18.9% | +57.8% | -38.8% | -10.3% |
| 3Y | +215.9% | +338.1% | -122.2% | +16.2% |
| 5Y | -31.2% | +384.2% | -415.4% | -78.4% |
| All | -44.8% | +425.9% | -470.7% | -83.2% |
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