+11,743.1%
COST vs SAN
+2,116.5%
+9,626.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -3.1% | +1.8% | -4.9% | -3.5% |
| 30D | -2.8% | +2.0% | -4.8% | -3.2% |
| 3M | -5.7% | +19.7% | -25.4% | -9.5% |
| 6M | -8.8% | +30.6% | -39.4% | -14.5% |
| YTD | +6.7% | +28.8% | -22.2% | -0.2% |
| 1Y | -3.6% | +57.8% | -61.4% | -14.0% |
| 3Y | +75.1% | +338.1% | -263.0% | +22.8% |
| 5Y | +108.9% | +384.2% | -275.3% | +39.6% |
| 10Y | +586.2% | +353.2% | +233.0% | +333.7% |
| All | +11,743.1% | +2,116.5% | +9,626.6% | +3,859.0% |
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