+1,081.8%
DIA vs SAN
+477.6%
+604.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.3% |
| 7D | -0.9% | +4.9% | -5.9% | -2.4% |
| 30D | +0.3% | -13.0% | +13.2% | +4.3% |
| 3M | -4.5% | -18.9% | +14.4% | +1.3% |
| 6M | +3.4% | -4.1% | +7.5% | +4.0% |
| YTD | +7.8% | +2.6% | +5.2% | +5.4% |
| 1Y | +10.7% | +16.9% | -6.2% | +4.0% |
| 3Y | +57.5% | +239.1% | -181.5% | +4.8% |
| 5Y | +53.7% | +266.8% | -213.1% | -3.5% |
| 10Y | +247.2% | +246.0% | +1.2% | +107.8% |
| All | +1,081.8% | +477.6% | +604.1% | +390.3% |
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 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