+14,219.4%
DE vs SAN
+1,735.1%
+12,484.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -1.0% |
| 7D | +0.3% | +4.0% | -3.7% | -1.1% |
| 30D | +3.6% | -7.8% | +11.4% | +6.2% |
| 3M | +10.2% | -16.4% | +26.6% | +16.8% |
| 6M | +16.6% | +3.5% | +13.0% | +14.2% |
| YTD | +45.8% | +6.7% | +39.1% | +39.6% |
| 1Y | +43.9% | +14.5% | +29.4% | +34.2% |
| 3Y | +89.6% | +243.5% | -153.9% | +16.5% |
| 5Y | +100.3% | +296.2% | -195.9% | +12.6% |
| 10Y | +760.8% | +268.5% | +492.3% | +369.5% |
| All | +14,219.4% | +1,735.1% | +12,484.3% | +4,568.4% |
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