+7.8%
D vs SAN
+381.6%
-373.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +1.5% | +1.8% | -0.3% | +1.3% |
| 30D | -2.6% | +2.0% | -4.6% | -2.8% |
| 3M | 0.0% | +19.7% | -19.7% | -1.9% |
| 6M | +7.4% | +30.6% | -23.3% | +4.1% |
| YTD | +15.9% | +28.8% | -13.0% | +12.2% |
| 1Y | +18.1% | +57.8% | -39.6% | +11.5% |
| 3Y | +58.4% | +338.1% | -279.7% | +32.0% |
| All | +7.8% | +381.6% | -373.8% | -13.5% |
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 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