+18.5%
D vs SAN
+56.5%
-38.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | +1.5% | +1.8% | -0.3% | +1.5% |
| 30D | -2.6% | +2.0% | -4.6% | -2.6% |
| 3M | 0.0% | +19.7% | -19.7% | -0.1% |
| 6M | +7.4% | +30.6% | -23.3% | +7.1% |
| YTD | +15.9% | +28.8% | -13.0% | +14.8% |
| All | +18.5% | +56.5% | -38.0% | +15.9% |
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