+131.1%
FITB vs SAN
+356.8%
-225.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +2.8% | +3.3% | -0.5% | +1.7% |
| 30D | -4.5% | +1.1% | -5.6% | -4.9% |
| 3M | +5.7% | +22.2% | -16.6% | -1.5% |
| 6M | +17.1% | +36.0% | -18.9% | +4.9% |
| YTD | +18.3% | +28.2% | -9.9% | +7.5% |
| 1Y | +23.9% | +54.1% | -30.2% | +5.5% |
| 3Y | +131.1% | +354.2% | -223.1% | +21.2% |
| All | +131.1% | +356.8% | -225.7% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling