+319.1%
DELL vs SAN
+58.9%
+260.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +14.9% | +1.8% | +13.1% | +14.2% |
| 30D | +13.3% | +2.0% | +11.3% | +12.5% |
| 3M | +24.4% | +19.7% | +4.7% | +17.2% |
| 6M | +258.0% | +30.6% | +227.4% | +227.6% |
| YTD | +320.2% | +28.8% | +291.3% | +272.8% |
| 1Y | +319.1% | +57.8% | +261.3% | +249.0% |
| All | +319.1% | +58.9% | +260.1% | +249.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling