+7,433.0%
FIX vs SAN
+557.8%
+6,875.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.5% | -11.1% | -11.4% |
| 7D | -27.2% | +3.5% | -30.7% | -28.5% |
| 30D | -46.9% | -13.2% | -33.7% | -44.4% |
| 3M | -44.4% | -16.9% | -27.5% | -40.9% |
| 6M | -50.9% | +2.3% | -53.3% | -51.8% |
| YTD | +3.5% | +4.9% | -1.4% | +0.3% |
| 1Y | -2.1% | +20.4% | -22.6% | -10.0% |
| 3Y | +418.7% | +243.2% | +175.5% | +216.8% |
| 5Y | +894.6% | +275.3% | +619.3% | +468.5% |
| 10Y | +3,465.5% | +254.0% | +3,211.5% | +1,868.2% |
| All | +7,433.0% | +557.8% | +6,875.2% | +2,765.7% |
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 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