+2,883.6%
FITB vs SAN
+1,787.7%
+1,095.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | +0.5% | +10.8% | -10.3% | -5.0% |
| 30D | +7.0% | -5.7% | +12.7% | +9.9% |
| 3M | -4.4% | -13.4% | +9.1% | +2.5% |
| 6M | +11.6% | +3.5% | +8.0% | +8.0% |
| YTD | +18.6% | +9.7% | +8.9% | +9.7% |
| 1Y | +29.8% | +20.9% | +9.0% | +13.9% |
| 3Y | +140.7% | +254.3% | -113.6% | +13.3% |
| 5Y | +48.6% | +304.2% | -255.6% | -36.4% |
| 10Y | +224.4% | +260.2% | -35.8% | +43.9% |
| All | +2,883.6% | +1,787.7% | +1,095.8% | +849.7% |
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