+4,560.7%
COP vs SAN
+1,664.5%
+2,896.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.3% |
| 7D | -11.5% | +4.9% | -16.4% | -13.0% |
| 30D | +5.0% | -13.0% | +17.9% | +9.0% |
| 3M | +17.5% | -18.9% | +36.4% | +24.4% |
| 6M | +16.2% | -4.1% | +20.4% | +15.7% |
| YTD | +48.8% | +2.6% | +46.2% | +42.2% |
| 1Y | +64.1% | +16.9% | +47.2% | +50.1% |
| 3Y | +25.7% | +239.1% | -213.4% | -20.6% |
| 5Y | +114.4% | +266.8% | -152.5% | +27.4% |
| 10Y | +331.7% | +246.0% | +85.6% | +155.9% |
| All | +4,560.7% | +1,664.5% | +2,896.2% | +2,466.8% |
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