+14.5%
FIX vs SAN
+21.7%
-7.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.1% | +3.3% | +6.8% |
| 7D | -7.2% | +8.7% | -16.0% | -10.8% |
| 30D | -35.1% | -6.5% | -28.6% | -32.7% |
| 3M | -34.3% | -14.2% | -20.1% | -28.8% |
| 6M | -42.9% | +2.7% | -45.7% | -44.0% |
| YTD | +19.5% | +8.9% | +10.6% | +7.1% |
| All | +14.5% | +21.7% | -7.2% | -2.5% |
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