-37.9%
DG vs SAN
+381.9%
-419.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -4.0% |
| 7D | -2.5% | +3.3% | -5.8% | -2.8% |
| 30D | +1.0% | +1.1% | -0.1% | +0.9% |
| 3M | +20.3% | +22.2% | -1.9% | +17.4% |
| 6M | -11.7% | +36.0% | -47.8% | -15.0% |
| YTD | -2.3% | +28.2% | -30.6% | -5.6% |
| 1Y | +20.0% | +54.1% | -34.1% | +13.6% |
| 3Y | +7.2% | +354.2% | -347.0% | -12.1% |
| 5Y | -37.9% | +387.3% | -425.2% | -51.3% |
| All | -37.9% | +381.9% | -419.9% | -51.3% |
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