-23.9%
DIS vs SAN
+300.6%
-324.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +0.6% | +3.4% | -2.8% | -0.5% |
| 30D | +10.3% | -6.3% | +16.6% | +12.3% |
| 3M | +15.6% | -14.1% | +29.7% | +20.8% |
| 6M | +15.1% | +4.2% | +11.0% | +12.8% |
| YTD | +6.0% | +9.0% | -3.1% | +1.3% |
| 1Y | +5.7% | +18.8% | -13.1% | -1.9% |
| 3Y | +39.8% | +252.0% | -212.2% | -13.5% |
| 5Y | -23.9% | +299.5% | -323.3% | -57.2% |
| All | -23.9% | +300.6% | -324.4% | -57.2% |
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