+4,492.0%
COP vs SAN
+2,116.5%
+2,375.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | +3.0% | +1.8% | +1.2% | +2.4% |
| 30D | +17.5% | +2.0% | +15.5% | +16.7% |
| 3M | +13.4% | +19.7% | -6.4% | +6.3% |
| 6M | +17.7% | +30.6% | -12.9% | +5.9% |
| YTD | +46.6% | +28.8% | +17.7% | +31.4% |
| 1Y | +44.6% | +57.8% | -13.2% | +21.0% |
| 3Y | +20.7% | +338.1% | -317.4% | -29.3% |
| 5Y | +185.0% | +384.2% | -199.2% | +56.2% |
| 10Y | +347.0% | +353.1% | -6.2% | +145.6% |
| All | +4,492.0% | +2,116.5% | +2,375.5% | +2,272.0% |
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