+48.4%
IR vs SAN
+381.6%
-333.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -2.8% | +1.8% | -4.6% | -3.5% |
| 30D | -15.1% | +2.0% | -17.1% | -15.8% |
| 3M | +6.1% | +19.7% | -13.7% | -1.5% |
| 6M | -16.8% | +30.6% | -47.4% | -25.5% |
| YTD | -3.5% | +28.8% | -32.4% | -14.0% |
| 1Y | -3.5% | +57.8% | -61.3% | -20.9% |
| 3Y | +9.5% | +338.1% | -328.7% | -42.5% |
| All | +48.4% | +381.6% | -333.2% | -31.3% |
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