+43.5%
F vs SAN
+235.5%
-192.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | 0.0% |
| 7D | +1.6% | +4.9% | -3.4% | -0.1% |
| 30D | +2.6% | -13.0% | +15.6% | +7.4% |
| 3M | -8.8% | -18.9% | +10.1% | -2.3% |
| 6M | +4.6% | -4.1% | +8.8% | +5.1% |
| YTD | -1.9% | +2.6% | -4.5% | -4.4% |
| 1Y | -0.8% | +16.9% | -17.7% | -7.7% |
| 3Y | +43.5% | +239.1% | -195.6% | -18.1% |
| All | +43.5% | +235.5% | -192.0% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling