+6,128.0%
IT vs SAN
+1,603.3%
+4,524.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -7.5% | +10.8% | -18.3% | -10.6% |
| 30D | -1.2% | -5.7% | +4.6% | +0.5% |
| 3M | -2.2% | -13.4% | +11.2% | +2.0% |
| 6M | +19.1% | +3.5% | +15.5% | +16.0% |
| YTD | -25.1% | +9.7% | -34.9% | -29.2% |
| 1Y | -17.4% | +20.9% | -38.2% | -24.4% |
| 3Y | -54.1% | +254.3% | -308.4% | -71.6% |
| 5Y | -42.7% | +304.2% | -346.9% | -67.1% |
| 10Y | +88.1% | +260.2% | -172.1% | +3.8% |
| All | +6,128.0% | +1,603.3% | +4,524.7% | +1,510.4% |
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