+2,896.1%
FITB vs SAN
+2,116.5%
+779.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | +0.6% | +1.8% | -1.2% | -0.3% |
| 30D | -4.7% | +2.0% | -6.7% | -5.8% |
| 3M | +6.7% | +19.7% | -13.0% | -3.7% |
| 6M | +12.6% | +30.6% | -18.1% | -3.6% |
| YTD | +19.1% | +28.8% | -9.7% | +1.8% |
| 1Y | +22.6% | +57.8% | -35.1% | -6.4% |
| 3Y | +127.1% | +338.1% | -211.0% | -4.0% |
| 5Y | +71.8% | +384.2% | -312.4% | -32.8% |
| 10Y | +287.2% | +353.1% | -66.0% | +52.8% |
| All | +2,896.1% | +2,116.5% | +779.6% | +781.9% |
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