-22.8%
GOOGL vs SAN
+2.9%
-25.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.6% |
| 7D | +5.7% | +1.0% | +4.7% | +5.3% |
| 30D | -15.6% | -9.4% | -6.2% | -13.0% |
| 3M | -13.0% | -17.1% | +4.1% | -7.6% |
| 6M | -22.8% | +2.2% | -25.0% | -23.8% |
| All | -22.8% | +2.9% | -25.7% | -23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling