+2,533.7%
IBM vs SAN
+1,772.7%
+760.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.7% | -1.2% |
| 7D | -2.5% | +8.7% | -11.3% | -4.7% |
| 30D | +8.4% | -6.5% | +14.8% | +10.0% |
| 3M | +4.5% | -14.2% | +18.7% | +8.3% |
| 6M | +7.9% | +2.7% | +5.2% | +6.2% |
| YTD | -15.2% | +8.9% | -24.1% | -18.2% |
| 1Y | -17.6% | +23.4% | -41.0% | -23.2% |
| 3Y | +82.1% | +257.9% | -175.9% | +25.1% |
| 5Y | +143.3% | +297.8% | -154.4% | +57.2% |
| 10Y | +149.9% | +259.6% | -109.7% | +57.2% |
| All | +2,533.7% | +1,772.7% | +760.9% | +904.6% |
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