+14.4%
FIX vs SAN
+23.5%
-9.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +6.4% | -21.5% | -17.7% |
| 7D | -18.9% | +4.5% | -23.4% | -20.7% |
| 30D | -36.3% | -12.1% | -24.2% | -31.9% |
| 3M | -38.5% | -15.6% | -23.0% | -33.1% |
| 6M | -42.3% | +5.8% | -48.1% | -44.3% |
| YTD | +17.1% | +5.5% | +11.6% | +6.3% |
| 1Y | +14.4% | +23.6% | -9.2% | -4.6% |
| All | +14.4% | +23.5% | -9.1% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling