+620.7%
GEV vs SAN
+233.1%
+387.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | +3.3% | +1.8% | +1.5% | +2.4% |
| 30D | -7.5% | +2.0% | -9.4% | -8.3% |
| 3M | -2.2% | +19.7% | -21.9% | -10.1% |
| 6M | +12.1% | +30.6% | -18.5% | -1.4% |
| YTD | +44.4% | +28.8% | +15.5% | +26.0% |
| 1Y | +57.7% | +57.8% | -0.1% | +25.0% |
| All | +620.7% | +233.1% | +387.6% | +321.4% |
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