+2,874.1%
GE vs SAN
+1,772.7%
+1,101.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.1% | -2.3% | +1.4% |
| 7D | +6.3% | +8.7% | -2.5% | +2.7% |
| 30D | +8.9% | -6.5% | +15.4% | +11.5% |
| 3M | -9.2% | -14.2% | +5.0% | -4.1% |
| 6M | +13.2% | +2.7% | +10.5% | +11.3% |
| YTD | +9.4% | +8.9% | +0.5% | +4.7% |
| 1Y | +9.8% | +23.4% | -13.6% | -0.1% |
| 3Y | +278.2% | +257.9% | +20.2% | +121.1% |
| 5Y | +396.0% | +297.8% | +98.3% | +170.1% |
| 10Y | +162.4% | +259.6% | -97.2% | +42.3% |
| All | +2,874.1% | +1,772.7% | +1,101.4% | +797.4% |
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