+2,105.4%
FIX vs SAN
+381.6%
+1,723.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | +6.0% | +1.8% | +4.3% | +5.2% |
| 30D | -7.2% | +2.0% | -9.2% | -8.1% |
| 3M | -15.9% | +19.7% | -35.6% | -22.0% |
| 6M | +12.7% | +30.6% | -17.9% | +0.8% |
| YTD | +72.8% | +28.8% | +43.9% | +54.0% |
| 1Y | +122.9% | +57.8% | +65.1% | +83.0% |
| 3Y | +774.3% | +338.1% | +436.2% | +377.9% |
| All | +2,105.4% | +381.6% | +1,723.9% | +1,034.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling