+4.8%
FE vs SAN
+22.7%
-17.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.0% | -6.9% | +0.1% |
| 7D | -0.5% | +10.8% | -11.3% | -0.5% |
| 30D | +4.3% | -5.7% | +10.1% | +4.2% |
| 3M | +0.4% | -13.4% | +13.8% | +0.3% |
| 6M | +6.9% | +3.5% | +3.4% | +7.1% |
| YTD | +8.0% | +9.7% | -1.7% | +8.3% |
| 1Y | +4.8% | +20.9% | -16.0% | +7.1% |
| All | +4.8% | +22.7% | -17.9% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling