+2,895.1%
FITB vs SAN
+1,775.7%
+1,119.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | -0.6% | +3.4% | -4.0% | -2.4% |
| 30D | +7.0% | -6.3% | +13.3% | +10.2% |
| 3M | -4.8% | -14.1% | +9.3% | +2.5% |
| 6M | +13.5% | +4.2% | +9.4% | +9.6% |
| YTD | +19.1% | +9.0% | +10.0% | +10.4% |
| 1Y | +30.8% | +18.8% | +12.0% | +15.8% |
| 3Y | +141.6% | +252.0% | -110.4% | +14.1% |
| 5Y | +48.3% | +299.5% | -251.2% | -36.1% |
| 10Y | +215.9% | +276.7% | -60.7% | +37.3% |
| All | +2,895.1% | +1,775.7% | +1,119.4% | +856.6% |
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 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