+44.9%
IR vs SAN
+294.0%
-249.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +2.5% | +4.0% | -1.5% | +0.9% |
| 30D | +9.2% | -7.8% | +17.0% | +12.5% |
| 3M | +0.9% | -16.4% | +17.3% | +8.1% |
| 6M | +19.2% | +3.5% | +15.7% | +16.6% |
| YTD | +7.5% | +6.7% | +0.8% | +2.7% |
| 1Y | +11.7% | +14.5% | -2.8% | +3.7% |
| 3Y | +23.9% | +243.5% | -219.6% | -29.9% |
| All | +44.9% | +294.0% | -249.2% | -27.3% |
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