-0.8%
IOT vs SAN
+51.4%
-52.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -0.2% |
| 7D | -4.5% | +0.2% | -4.7% | -4.5% |
| 30D | -2.4% | +0.9% | -3.4% | -2.5% |
| 3M | +19.0% | +19.1% | -0.1% | +18.2% |
| 6M | +19.6% | +33.2% | -13.6% | +17.1% |
| YTD | +8.3% | +29.1% | -20.8% | +7.1% |
| 1Y | -0.8% | +50.2% | -51.0% | -6.2% |
| All | -0.8% | +51.4% | -52.2% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling