+2,340.5%
EXC vs SAN
+2,116.5%
+224.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +0.3% | +1.8% | -1.5% | 0.0% |
| 30D | -3.7% | +2.0% | -5.7% | -4.1% |
| 3M | -1.3% | +19.7% | -21.0% | -4.7% |
| 6M | -9.7% | +30.6% | -40.3% | -14.6% |
| YTD | +2.9% | +28.8% | -26.0% | -2.8% |
| 1Y | +4.4% | +57.8% | -53.4% | -5.2% |
| 3Y | +22.2% | +338.1% | -315.9% | -9.9% |
| 5Y | +46.7% | +384.2% | -337.5% | +3.5% |
| 10Y | +155.3% | +353.1% | -197.8% | +73.6% |
| All | +2,340.5% | +2,116.5% | +224.1% | +1,273.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling