-83.2%
FIG vs SAN
+47.6%
-130.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.1% | -3.0% | +3.0% |
| 7D | -12.6% | +8.7% | -21.3% | -12.8% |
| 30D | -13.8% | -6.5% | -7.3% | -14.4% |
| 3M | -16.7% | -14.2% | -2.5% | -17.5% |
| 6M | -6.1% | +2.7% | -8.8% | -6.4% |
| YTD | -48.1% | +8.9% | -57.0% | -47.5% |
| 1Y | -56.2% | +23.4% | -79.5% | -55.1% |
| All | -83.2% | +47.6% | -130.8% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling