+137.7%
GOOGL vs SAN
+381.9%
-244.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | +1.1% | +3.3% | -2.3% | +0.1% |
| 30D | -4.4% | +1.1% | -5.5% | -4.8% |
| 3M | -6.8% | +22.2% | -29.0% | -12.4% |
| 6M | +13.6% | +36.0% | -22.4% | +3.4% |
| YTD | +8.3% | +28.2% | -19.9% | -0.2% |
| 1Y | +44.9% | +54.1% | -9.2% | +26.3% |
| 3Y | +150.5% | +354.2% | -203.8% | +53.0% |
| 5Y | +137.7% | +387.3% | -249.6% | +27.1% |
| All | +137.7% | +381.9% | -244.2% | +27.1% |
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