+1,671.0%
DIS vs SAN
+1,775.7%
-104.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +0.6% | +3.4% | -2.8% | -0.6% |
| 30D | +10.3% | -6.3% | +16.6% | +12.4% |
| 3M | +15.6% | -14.1% | +29.7% | +21.1% |
| 6M | +15.1% | +4.2% | +11.0% | +12.7% |
| YTD | +6.0% | +9.0% | -3.1% | +1.2% |
| 1Y | +5.7% | +18.8% | -13.1% | -1.9% |
| 3Y | +39.8% | +252.0% | -212.2% | -11.9% |
| 5Y | -23.9% | +299.5% | -323.3% | -55.2% |
| 10Y | +32.9% | +276.7% | -243.7% | -25.8% |
| All | +1,671.0% | +1,775.7% | -104.8% | +469.4% |
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