-28.1%
DT vs SAN
+381.9%
-410.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | -4.9% | +3.3% | -8.2% | -5.9% |
| 30D | +2.7% | +1.1% | +1.6% | +2.3% |
| 3M | +20.0% | +22.2% | -2.2% | +12.2% |
| 6M | +28.0% | +36.0% | -8.0% | +14.4% |
| YTD | +16.0% | +28.2% | -12.2% | +5.2% |
| 1Y | +0.7% | +54.1% | -53.4% | -15.2% |
| 3Y | +6.2% | +354.2% | -348.1% | -43.7% |
| 5Y | -28.1% | +387.3% | -415.4% | -65.8% |
| All | -28.1% | +381.9% | -410.1% | -65.8% |
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 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