-12.5%
F vs SAN
+298.8%
-311.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | +1.0% | +10.8% | -9.8% | -3.5% |
| 30D | +2.1% | -5.7% | +7.9% | +4.4% |
| 3M | -10.3% | -13.4% | +3.2% | -5.0% |
| 6M | +3.3% | +3.5% | -0.3% | +0.3% |
| YTD | -2.0% | +9.7% | -11.7% | -8.0% |
| 1Y | -2.3% | +20.9% | -23.2% | -12.3% |
| 3Y | +49.9% | +254.3% | -204.4% | -23.1% |
| 5Y | -12.5% | +304.2% | -316.7% | -59.9% |
| All | -12.5% | +298.8% | -311.2% | -59.9% |
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