+98.2%
DE vs SAN
+384.1%
-285.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -3.0% | -0.5% | -2.6% | -2.9% |
| 30D | +11.1% | -0.1% | +11.2% | +11.2% |
| 3M | +17.6% | +19.6% | -2.0% | +11.8% |
| 6M | +13.6% | +32.7% | -19.1% | +4.6% |
| YTD | +46.3% | +26.7% | +19.6% | +35.4% |
| 1Y | +44.2% | +51.6% | -7.5% | +26.2% |
| 3Y | +76.6% | +348.7% | -272.2% | +9.6% |
| 5Y | +98.2% | +378.7% | -280.5% | +13.6% |
| All | +98.2% | +384.1% | -285.8% | +13.6% |
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