+11.7%
D vs SAN
+294.0%
-282.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.2% |
| 7D | -1.4% | +4.0% | -5.4% | -1.8% |
| 30D | +7.7% | -7.8% | +15.6% | +8.5% |
| 3M | -0.3% | -16.4% | +16.1% | +1.4% |
| 6M | +10.1% | +3.5% | +6.5% | +9.2% |
| YTD | +19.1% | +6.7% | +12.4% | +17.2% |
| 1Y | +15.9% | +14.5% | +1.4% | +13.0% |
| 3Y | +75.0% | +243.5% | -168.5% | +47.9% |
| All | +11.7% | +294.0% | -282.4% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling