+571.3%
FE vs SAN
+658.5%
-87.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.0% |
| 7D | -1.0% | +4.9% | -5.9% | -1.9% |
| 30D | +4.1% | -13.0% | +17.1% | +6.7% |
| 3M | -1.0% | -18.9% | +17.9% | +2.6% |
| 6M | +4.0% | -4.1% | +8.2% | +4.2% |
| YTD | +6.8% | +2.6% | +4.3% | +5.0% |
| 1Y | +5.3% | +16.9% | -11.6% | +0.8% |
| 3Y | +44.6% | +239.1% | -194.5% | +11.1% |
| 5Y | +44.2% | +266.8% | -222.6% | +6.5% |
| 10Y | +107.3% | +246.0% | -138.8% | +46.2% |
| All | +571.3% | +658.5% | -87.2% | +303.6% |
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