+396.0%
GE vs SAN
+294.6%
+101.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.1% | -2.3% | +1.3% |
| 7D | +6.3% | +8.7% | -2.5% | +2.6% |
| 30D | +8.9% | -6.5% | +15.4% | +11.6% |
| 3M | -9.2% | -14.2% | +5.0% | -3.8% |
| 6M | +13.2% | +2.7% | +10.5% | +11.1% |
| YTD | +9.4% | +8.9% | +0.5% | +4.3% |
| 1Y | +9.8% | +23.4% | -13.6% | -0.5% |
| 3Y | +278.2% | +257.9% | +20.2% | +116.6% |
| 5Y | +396.0% | +297.8% | +98.3% | +165.6% |
| All | +396.0% | +294.6% | +101.5% | +165.6% |
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