+2,451.3%
EXC vs SAN
+1,664.5%
+786.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -1.6% |
| 7D | -1.2% | +4.9% | -6.1% | -2.0% |
| 30D | +10.0% | -13.0% | +22.9% | +12.6% |
| 3M | +1.6% | -18.9% | +20.5% | +5.3% |
| 6M | +3.3% | -4.1% | +7.4% | +3.4% |
| YTD | +7.6% | +2.6% | +5.0% | +5.6% |
| 1Y | +3.5% | +16.9% | -13.5% | -0.9% |
| 3Y | +27.7% | +239.1% | -211.4% | -1.5% |
| 5Y | +41.1% | +266.8% | -225.7% | +4.7% |
| 10Y | +178.2% | +246.0% | -67.8% | +98.2% |
| All | +2,451.3% | +1,664.5% | +786.8% | +1,392.8% |
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 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