-79.1%
FIG vs SAN
+74.7%
-153.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.4% |
| 7D | -16.3% | +1.8% | -18.1% | -16.2% |
| 30D | -14.3% | +2.0% | -16.3% | -14.2% |
| 3M | +7.2% | +19.7% | -12.6% | +7.9% |
| 6M | -18.6% | +30.6% | -49.3% | -18.7% |
| YTD | -35.5% | +28.8% | -64.3% | -34.0% |
| 1Y | -55.8% | +57.8% | -113.6% | -51.7% |
| All | -79.1% | +74.7% | -153.8% | -74.4% |
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