+7.9%
DT vs SAN
+49.3%
-41.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.6% |
| 7D | -2.5% | -2.8% | +0.3% | -2.4% |
| 30D | +3.5% | -0.5% | +4.1% | +3.6% |
| 3M | +26.7% | +22.7% | +4.0% | +26.6% |
| 6M | +36.1% | +28.8% | +7.4% | +35.3% |
| YTD | +18.6% | +26.3% | -7.6% | +20.5% |
| 1Y | +7.9% | +48.8% | -41.0% | +11.5% |
| All | +7.9% | +49.3% | -41.4% | +11.5% |
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 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