+1,129.1%
DIA vs SAN
+625.6%
+503.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.2% | +1.8% | -2.0% | -0.7% |
| 30D | -1.5% | +2.0% | -3.5% | -2.1% |
| 3M | +3.8% | +19.7% | -16.0% | -2.0% |
| 6M | +10.3% | +30.6% | -20.4% | +1.1% |
| YTD | +12.1% | +28.8% | -16.8% | +2.7% |
| 1Y | +18.6% | +57.8% | -39.1% | +2.0% |
| 3Y | +60.6% | +338.1% | -277.5% | -1.0% |
| 5Y | +64.4% | +384.2% | -319.8% | -5.0% |
| 10Y | +250.1% | +353.1% | -103.1% | +93.5% |
| All | +1,129.1% | +625.6% | +503.5% | +377.7% |
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