+56.5%
IOT vs SAN
+472.8%
-416.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.2% |
| 7D | +5.1% | -0.5% | +5.5% | +5.3% |
| 30D | -3.0% | -0.1% | -3.0% | -3.1% |
| 3M | +15.0% | +19.6% | -4.7% | +5.8% |
| 6M | +13.1% | +32.7% | -19.5% | -1.9% |
| YTD | +9.0% | +26.7% | -17.7% | -4.5% |
| 1Y | +0.1% | +51.6% | -51.5% | -20.2% |
| 3Y | +26.4% | +348.7% | -322.3% | -46.4% |
| All | +56.5% | +472.8% | -416.3% | -38.7% |
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