+291.3%
IR vs SAN
+203.0%
+88.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -2.8% | +1.8% | -4.6% | -3.6% |
| 30D | -15.1% | +2.0% | -17.1% | -15.9% |
| 3M | +6.1% | +19.7% | -13.7% | -2.8% |
| 6M | -16.8% | +30.6% | -47.4% | -27.0% |
| YTD | -3.5% | +28.8% | -32.4% | -15.7% |
| 1Y | -3.5% | +57.8% | -61.3% | -23.7% |
| 3Y | +9.5% | +338.1% | -328.7% | -49.0% |
| 5Y | +45.1% | +384.2% | -339.1% | -38.8% |
| All | +291.3% | +203.0% | +88.3% | +90.4% |
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