-6.2%
DOW vs SAN
+211.8%
-218.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -4.2% |
| 7D | -9.4% | +8.7% | -18.1% | -13.1% |
| 30D | +8.9% | -6.5% | +15.4% | +11.4% |
| 3M | +6.7% | -14.2% | +20.9% | +13.1% |
| 6M | -14.2% | +2.7% | -16.9% | -18.0% |
| YTD | +36.9% | +8.9% | +28.1% | +22.6% |
| 1Y | +45.8% | +23.4% | +22.4% | +21.8% |
| 3Y | -23.9% | +257.9% | -281.9% | -66.1% |
| 5Y | -30.8% | +297.8% | -328.5% | -72.8% |
| All | -6.2% | +211.8% | -218.0% | -57.8% |
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