+6.5%
FIX vs SAN
+16.7%
-10.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.2% | +7.7% | +6.3% |
| 7D | -17.5% | +4.9% | -22.4% | -19.7% |
| 30D | -41.6% | -13.0% | -28.6% | -37.5% |
| 3M | -40.6% | -18.9% | -21.7% | -34.2% |
| 6M | -49.4% | -4.1% | -45.2% | -48.9% |
| YTD | +9.2% | +2.6% | +6.6% | +0.4% |
| 1Y | +6.5% | +16.9% | -10.5% | -8.7% |
| All | +6.5% | +16.7% | -10.3% | -8.7% |
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 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