+76.0%
D vs SAN
+254.8%
-178.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.4% |
| 7D | -2.4% | +3.4% | -5.8% | -2.7% |
| 30D | +9.0% | -6.3% | +15.3% | +9.5% |
| 3M | +1.0% | -14.1% | +15.1% | +2.2% |
| 6M | +11.0% | +4.2% | +6.8% | +10.0% |
| YTD | +19.8% | +9.0% | +10.7% | +17.5% |
| 1Y | +16.0% | +18.8% | -2.8% | +12.3% |
| All | +76.0% | +254.8% | -178.7% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling