+44.1%
IR vs SAN
+267.8%
-223.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.3% |
| 7D | +3.7% | +4.9% | -1.2% | +1.5% |
| 30D | +7.4% | -13.0% | +20.4% | +13.4% |
| 3M | -5.9% | -18.9% | +12.9% | +2.0% |
| 6M | +5.6% | -4.1% | +9.7% | +6.6% |
| YTD | +4.8% | +2.6% | +2.3% | +1.8% |
| 1Y | +6.9% | +16.9% | -10.0% | -1.7% |
| 3Y | +27.6% | +239.1% | -211.5% | -27.5% |
| All | +44.1% | +267.8% | -223.7% | -22.9% |
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