+55.4%
IOT vs SAN
+483.7%
-428.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -1.1% |
| 7D | -4.5% | +0.2% | -4.7% | -4.6% |
| 30D | -2.4% | +0.9% | -3.4% | -2.9% |
| 3M | +19.0% | +19.1% | -0.1% | +9.9% |
| 6M | +19.6% | +33.2% | -13.6% | +3.7% |
| YTD | +8.3% | +29.1% | -20.8% | -5.9% |
| 1Y | -0.8% | +50.2% | -51.0% | -20.5% |
| 3Y | +24.4% | +351.0% | -326.6% | -47.2% |
| All | +55.4% | +483.7% | -428.3% | -39.6% |
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 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