-18.5%
FN vs SAN
+12.6%
-31.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.7% | -8.0% | -7.6% |
| 7D | +0.3% | +4.0% | -3.7% | -1.6% |
| 30D | -16.5% | -7.8% | -8.7% | -12.6% |
| 3M | -42.1% | -16.4% | -25.7% | -35.8% |
| 6M | -52.9% | +3.5% | -56.4% | -55.0% |
| YTD | -28.0% | +6.7% | -34.6% | -33.2% |
| 1Y | -18.5% | +14.5% | -33.0% | -29.5% |
| All | -18.5% | +12.6% | -31.1% | -29.5% |
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