+40.4%
EXC vs SAN
+294.0%
-253.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +1.4% | +4.0% | -2.6% | +1.1% |
| 30D | +8.6% | -7.8% | +16.4% | +9.2% |
| 3M | +2.4% | -16.4% | +18.8% | +3.7% |
| 6M | +6.5% | +3.5% | +2.9% | +5.8% |
| YTD | +9.0% | +6.7% | +2.4% | +7.6% |
| 1Y | +4.6% | +14.5% | -9.9% | +2.3% |
| 3Y | +33.5% | +243.5% | -210.0% | +12.4% |
| All | +40.4% | +294.0% | -253.6% | +12.7% |
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