-54.2%
COMP vs SAN
+328.3%
-382.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.5% | -7.7% | -7.9% |
| 7D | -1.8% | +3.5% | -5.3% | -3.7% |
| 30D | -0.8% | -13.2% | +12.5% | +8.5% |
| 3M | -28.1% | -16.9% | -11.2% | -19.3% |
| 6M | +27.0% | +2.3% | +24.6% | +26.5% |
| YTD | -12.8% | +4.9% | -17.7% | -15.1% |
| 1Y | +4.9% | +20.4% | -15.5% | -6.1% |
| 3Y | +321.0% | +243.2% | +77.8% | +81.1% |
| 5Y | -25.6% | +275.3% | -300.9% | -73.0% |
| All | -54.2% | +328.3% | -382.5% | -84.1% |
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