-35.9%
DOW vs SAN
+381.9%
-417.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -2.9% | +3.3% | -6.3% | -3.8% |
| 30D | +2.0% | +1.1% | +0.9% | +1.6% |
| 3M | -12.5% | +22.2% | -34.7% | -18.1% |
| 6M | -9.2% | +36.0% | -45.2% | -19.3% |
| YTD | +30.8% | +28.2% | +2.5% | +17.4% |
| 1Y | +29.4% | +54.1% | -24.7% | +7.8% |
| 3Y | -34.6% | +354.2% | -388.8% | -64.6% |
| 5Y | -35.9% | +387.3% | -423.2% | -67.6% |
| All | -35.9% | +381.9% | -417.9% | -67.6% |
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