+44.5%
F vs SAN
+243.2%
-198.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +1.4% | +3.5% | -2.1% | +0.2% |
| 30D | +2.0% | -13.2% | +15.2% | +6.9% |
| 3M | -10.4% | -16.9% | +6.6% | -4.7% |
| 6M | +9.7% | +2.3% | +7.4% | +7.7% |
| YTD | -1.2% | +4.9% | -6.1% | -4.5% |
| 1Y | 0.0% | +20.4% | -20.4% | -7.9% |
| All | +44.5% | +243.2% | -198.7% | -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