-41.1%
DIS vs SAN
+381.6%
-422.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -2.6% | +1.8% | -4.4% | -3.1% |
| 30D | +3.5% | +2.0% | +1.5% | +2.8% |
| 3M | +6.8% | +19.7% | -12.9% | +0.5% |
| 6M | +3.0% | +30.6% | -27.6% | -6.0% |
| YTD | -6.7% | +28.8% | -35.6% | -15.1% |
| 1Y | -10.1% | +57.8% | -67.8% | -23.8% |
| 3Y | +33.0% | +338.1% | -305.1% | -23.4% |
| All | -41.1% | +381.6% | -422.7% | -69.6% |
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