-10.8%
DOW vs SAN
+269.0%
-279.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.7% |
| 7D | -2.4% | +1.8% | -4.2% | -3.2% |
| 30D | +0.4% | +2.0% | -1.6% | -0.7% |
| 3M | -14.4% | +19.7% | -34.1% | -22.5% |
| 6M | -7.0% | +30.6% | -37.6% | -21.5% |
| YTD | +30.2% | +28.8% | +1.4% | +9.2% |
| 1Y | +29.2% | +57.8% | -28.6% | -3.4% |
| 3Y | -36.7% | +338.1% | -374.8% | -74.3% |
| 5Y | -37.7% | +384.2% | -421.9% | -77.6% |
| All | -10.8% | +269.0% | -279.8% | -62.5% |
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