+12,471.5%
FIX vs SAN
+707.8%
+11,763.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +6.0% | +1.8% | +4.3% | +5.3% |
| 30D | -7.2% | +2.0% | -9.2% | -8.0% |
| 3M | -15.9% | +19.7% | -35.6% | -21.3% |
| 6M | +12.7% | +30.6% | -17.9% | +2.1% |
| YTD | +72.8% | +28.8% | +43.9% | +56.2% |
| 1Y | +122.9% | +57.8% | +65.1% | +86.6% |
| 3Y | +774.3% | +338.1% | +436.2% | +390.3% |
| 5Y | +2,049.5% | +384.2% | +1,665.3% | +1,024.2% |
| 10Y | +5,821.5% | +353.1% | +5,468.3% | +2,896.7% |
| All | +12,471.5% | +707.8% | +11,763.7% | +4,364.5% |
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 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