+2,883.5%
GE vs SAN
+2,116.5%
+767.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -1.6% | +1.8% | -3.4% | -2.3% |
| 30D | -11.6% | +2.0% | -13.5% | -12.3% |
| 3M | +3.0% | +19.7% | -16.7% | -4.2% |
| 6M | -0.5% | +30.6% | -31.2% | -10.5% |
| YTD | +9.7% | +28.8% | -19.1% | -1.3% |
| 1Y | +20.0% | +57.8% | -37.7% | -0.6% |
| 3Y | +275.8% | +338.1% | -62.3% | +103.4% |
| 5Y | +429.1% | +384.2% | +44.9% | +167.4% |
| 10Y | +151.2% | +353.1% | -202.0% | +24.9% |
| All | +2,883.5% | +2,116.5% | +767.1% | +746.3% |
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 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