+576.2%
FE vs SAN
+852.8%
-276.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +1.9% | +1.8% | +0.2% | +1.6% |
| 30D | -1.2% | +2.0% | -3.1% | -1.6% |
| 3M | +3.5% | +19.7% | -16.2% | -0.2% |
| 6M | -6.1% | +30.6% | -36.7% | -11.2% |
| YTD | +7.6% | +28.8% | -21.2% | +1.6% |
| 1Y | +11.9% | +57.8% | -45.9% | +1.5% |
| 3Y | +48.4% | +338.1% | -289.7% | +8.9% |
| 5Y | +44.8% | +384.2% | -339.4% | +1.5% |
| 10Y | +115.9% | +353.1% | -237.3% | +45.0% |
| All | +576.2% | +852.8% | -276.6% | +290.7% |
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