+615.0%
F vs SAN
+2,116.5%
-1,501.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +5.3% | +1.8% | +3.6% | +4.6% |
| 30D | +4.6% | +2.0% | +2.6% | +3.7% |
| 3M | -3.7% | +19.7% | -23.4% | -10.9% |
| 6M | +16.8% | +30.6% | -13.8% | +3.9% |
| YTD | +15.3% | +28.8% | -13.6% | +2.5% |
| 1Y | +31.0% | +57.8% | -26.8% | +6.8% |
| 3Y | +45.4% | +338.1% | -292.7% | -24.0% |
| 5Y | +54.7% | +384.2% | -329.6% | -24.2% |
| 10Y | +98.2% | +353.1% | -254.9% | -5.9% |
| All | +615.0% | +2,116.5% | -1,501.4% | +81.3% |
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