+49.9%
FE vs SAN
+254.8%
-204.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -0.4% | +3.4% | -3.8% | -0.6% |
| 30D | +3.6% | -6.3% | +9.9% | +4.0% |
| 3M | +0.3% | -14.1% | +14.4% | +1.2% |
| 6M | +6.4% | +4.2% | +2.3% | +5.9% |
| YTD | +8.1% | +9.0% | -0.9% | +6.8% |
| 1Y | +4.6% | +18.8% | -14.2% | +2.5% |
| All | +49.9% | +254.8% | -204.9% | +23.2% |
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