+61.7%
DD vs SAN
+381.6%
-319.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.7% |
| 7D | -3.5% | +1.8% | -5.3% | -4.2% |
| 30D | -10.3% | +2.0% | -12.3% | -11.1% |
| 3M | -7.5% | +19.7% | -27.3% | -14.4% |
| 6M | -8.0% | +30.6% | -38.6% | -18.1% |
| YTD | +10.5% | +28.8% | -18.4% | -1.9% |
| 1Y | +38.3% | +57.8% | -19.5% | +12.3% |
| 3Y | +42.5% | +338.1% | -295.6% | -26.3% |
| All | +61.7% | +381.6% | -319.9% | -24.7% |
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