+436.7%
GE vs SAN
+381.9%
+54.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +1.2% | +3.3% | -2.2% | -0.3% |
| 30D | -9.5% | +1.1% | -10.6% | -10.0% |
| 3M | +4.1% | +22.2% | -18.1% | -4.5% |
| 6M | +3.9% | +36.0% | -32.1% | -8.5% |
| YTD | +9.0% | +28.2% | -19.2% | -2.5% |
| 1Y | +21.9% | +54.1% | -32.2% | +1.1% |
| 3Y | +281.8% | +354.2% | -72.4% | +97.7% |
| 5Y | +436.7% | +387.3% | +49.4% | +154.7% |
| All | +436.7% | +381.9% | +54.8% | +154.7% |
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 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