-31.9%
DIS vs SAN
+267.8%
-299.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.3% |
| 7D | +5.2% | +4.9% | +0.3% | +3.7% |
| 30D | +11.5% | -13.0% | +24.4% | +16.2% |
| 3M | +11.5% | -18.9% | +30.4% | +18.8% |
| 6M | +8.9% | -4.1% | +13.0% | +9.5% |
| YTD | +3.4% | +2.6% | +0.8% | +0.8% |
| 1Y | +7.2% | +16.9% | -9.7% | 0.0% |
| 3Y | +43.3% | +239.1% | -195.7% | -10.3% |
| All | -31.9% | +267.8% | -299.7% | -61.0% |
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