+8.1%
FPS vs SAN
+22.6%
-14.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.2% | +3.1% |
| 7D | +3.1% | +1.8% | +1.4% | +1.7% |
| 30D | -18.6% | +2.0% | -20.5% | -19.8% |
| 3M | -51.5% | +19.7% | -71.2% | -57.3% |
| 6M | -8.5% | +30.6% | -39.2% | -24.2% |
| All | +8.1% | +22.6% | -14.5% | -8.3% |
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