+62.8%
DOCS vs SAN
+244.9%
-182.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.4% | -0.1% | +5.2% |
| 7D | +1.2% | +4.5% | -3.3% | +0.4% |
| 30D | +21.3% | -12.1% | +33.4% | +23.9% |
| 3M | +58.4% | -15.6% | +73.9% | +62.9% |
| 6M | +39.3% | +5.8% | +33.5% | +37.2% |
| YTD | -21.7% | +5.5% | -27.2% | -23.4% |
| 1Y | -47.3% | +23.6% | -70.9% | -50.5% |
| All | +62.8% | +244.9% | -182.2% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling