+44.6%
COP vs SAN
+58.9%
-14.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.3% |
| 7D | +3.0% | +1.8% | +1.2% | +3.5% |
| 30D | +17.5% | +2.0% | +15.5% | +18.2% |
| 3M | +13.4% | +19.7% | -6.4% | +19.5% |
| 6M | +17.7% | +30.6% | -12.9% | +27.1% |
| YTD | +46.6% | +28.8% | +17.7% | +54.3% |
| 1Y | +44.6% | +57.8% | -13.2% | +45.1% |
| All | +44.6% | +58.9% | -14.3% | +45.1% |
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 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