-58.7%
FIG vs SAN
+53.7%
-112.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.0% | -3.2% |
| 7D | -14.5% | -0.5% | -14.0% | -14.4% |
| 30D | -13.3% | -0.1% | -13.2% | -13.3% |
| 3M | +7.4% | +19.6% | -12.2% | +6.3% |
| 6M | -27.8% | +32.7% | -60.5% | -30.6% |
| YTD | -41.1% | +26.7% | -67.8% | -42.3% |
| 1Y | -58.7% | +51.6% | -110.4% | -60.7% |
| All | -58.7% | +53.7% | -112.4% | -60.7% |
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 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