+1,103.7%
DIA vs SAN
+518.0%
+585.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +0.9% | +10.8% | -9.9% | -2.2% |
| 30D | +1.1% | -5.7% | +6.8% | +2.7% |
| 3M | -2.9% | -13.4% | +10.6% | +1.0% |
| 6M | +5.9% | +3.5% | +2.3% | +4.1% |
| YTD | +9.8% | +9.7% | 0.0% | +5.2% |
| 1Y | +11.7% | +20.9% | -9.1% | +3.9% |
| 3Y | +59.5% | +254.3% | -194.7% | +4.7% |
| 5Y | +57.5% | +304.2% | -246.7% | -4.0% |
| 10Y | +235.9% | +260.2% | -24.3% | +98.6% |
| All | +1,103.7% | +518.0% | +585.7% | +389.3% |
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