+4.3%
DT vs SAN
+58.9%
-54.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.6% |
| 7D | -3.3% | +1.8% | -5.1% | -3.3% |
| 30D | +2.0% | +2.0% | +0.1% | +2.0% |
| 3M | +20.0% | +19.7% | +0.3% | +20.0% |
| 6M | +39.3% | +30.6% | +8.7% | +38.7% |
| YTD | +19.8% | +28.8% | -9.1% | +22.0% |
| 1Y | +4.3% | +57.8% | -53.5% | +11.9% |
| All | +4.3% | +58.9% | -54.6% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling