+581.0%
FE vs SAN
+675.9%
-95.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +0.6% | +3.5% | -2.9% | -0.1% |
| 30D | +6.4% | -13.2% | +19.6% | +9.1% |
| 3M | -0.5% | -16.9% | +16.5% | +2.7% |
| 6M | +4.7% | +2.3% | +2.4% | +3.7% |
| YTD | +8.4% | +4.9% | +3.4% | +6.0% |
| 1Y | +7.2% | +20.4% | -13.2% | +2.1% |
| 3Y | +44.9% | +243.2% | -198.3% | +11.1% |
| 5Y | +46.3% | +275.3% | -229.0% | +7.5% |
| 10Y | +110.3% | +254.0% | -143.7% | +47.7% |
| All | +581.0% | +675.9% | -95.0% | +307.7% |
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