+6,262.5%
IT vs SAN
+1,592.5%
+4,670.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | -6.8% | +3.4% | -10.2% | -7.9% |
| 30D | -0.6% | -6.3% | +5.7% | +1.3% |
| 3M | +3.1% | -14.1% | +17.2% | +7.7% |
| 6M | +25.5% | +4.2% | +21.3% | +22.0% |
| YTD | -23.5% | +9.0% | -32.5% | -27.5% |
| 1Y | -16.6% | +18.8% | -35.4% | -23.3% |
| 3Y | -53.1% | +252.0% | -305.1% | -70.9% |
| 5Y | -41.4% | +299.5% | -340.9% | -66.3% |
| 10Y | +90.9% | +276.7% | -185.7% | +3.9% |
| All | +6,262.5% | +1,592.5% | +4,670.1% | +1,548.5% |
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