-43.0%
DT vs SAN
+267.8%
-310.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | +0.1% |
| 7D | -24.7% | +4.9% | -29.6% | -25.9% |
| 30D | -27.4% | -13.0% | -14.4% | -24.3% |
| 3M | -11.1% | -18.9% | +7.8% | -5.5% |
| 6M | +13.7% | -4.1% | +17.8% | +14.1% |
| YTD | +0.2% | +2.6% | -2.3% | -2.9% |
| 1Y | -5.7% | +16.9% | -22.6% | -13.2% |
| 3Y | -8.1% | +239.1% | -247.2% | -46.4% |
| All | -43.0% | +267.8% | -310.8% | -70.1% |
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