+2,363.0%
D vs SAN
+1,787.7%
+575.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +2.4% | +10.8% | -8.4% | +0.8% |
| 30D | +10.9% | -5.7% | +16.7% | +11.8% |
| 3M | +2.8% | -13.4% | +16.3% | +4.8% |
| 6M | +12.7% | +3.5% | +9.2% | +11.6% |
| YTD | +20.3% | +9.7% | +10.6% | +17.5% |
| 1Y | +17.1% | +20.9% | -3.7% | +12.7% |
| 3Y | +75.1% | +254.3% | -179.1% | +41.7% |
| 5Y | +13.1% | +304.2% | -291.1% | -12.0% |
| 10Y | +48.3% | +260.2% | -212.0% | +11.7% |
| All | +2,363.0% | +1,787.7% | +575.3% | +1,362.4% |
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