+1,628.0%
DIS vs SAN
+1,664.5%
-36.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.3% |
| 7D | +5.2% | +4.9% | +0.3% | +3.6% |
| 30D | +11.5% | -13.0% | +24.4% | +16.5% |
| 3M | +11.5% | -18.9% | +30.4% | +19.1% |
| 6M | +8.9% | -4.1% | +13.0% | +9.6% |
| 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% | -8.6% |
| 5Y | -31.4% | +266.8% | -298.3% | -58.5% |
| 10Y | +37.1% | +246.0% | -209.0% | -21.3% |
| All | +1,628.0% | +1,664.5% | -36.5% | +467.2% |
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 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