-51.1%
DOCS vs SAN
+272.3%
-323.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | -1.3% | +3.5% | -4.8% | -2.4% |
| 30D | +19.4% | -13.2% | +32.6% | +24.7% |
| 3M | +53.4% | -16.9% | +70.3% | +62.3% |
| 6M | +28.8% | +2.3% | +26.4% | +26.5% |
| YTD | -25.1% | +4.9% | -30.0% | -28.1% |
| 1Y | -48.1% | +20.4% | -68.6% | -52.9% |
| 3Y | +51.4% | +243.2% | -191.8% | -12.8% |
| 5Y | -51.1% | +275.3% | -326.4% | -73.1% |
| All | -51.1% | +272.3% | -323.4% | -73.1% |
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