-54.1%
IT vs SAN
+258.0%
-312.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -7.5% | +10.8% | -18.3% | -8.7% |
| 30D | -1.2% | -5.7% | +4.6% | -0.6% |
| 3M | -2.2% | -13.4% | +11.2% | -0.6% |
| 6M | +19.1% | +3.5% | +15.5% | +17.1% |
| YTD | -25.1% | +9.7% | -34.9% | -27.1% |
| 1Y | -17.4% | +20.9% | -38.2% | -21.2% |
| 3Y | -54.1% | +254.3% | -308.4% | -63.4% |
| All | -54.1% | +258.0% | -312.1% | -63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling