+74.7%
IBM vs SAN
+358.9%
-284.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -0.3% | +1.8% | -2.1% | -0.6% |
| 30D | +0.3% | +2.0% | -1.7% | -0.1% |
| 3M | -21.6% | +19.7% | -41.3% | -24.6% |
| 6M | -4.7% | +30.6% | -35.3% | -10.2% |
| YTD | -19.1% | +28.8% | -47.9% | -23.4% |
| 1Y | -2.5% | +57.8% | -60.3% | -11.0% |
| All | +74.7% | +358.9% | -284.3% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling