+6,045.6%
IT vs SAN
+1,899.9%
+4,145.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.4% |
| 7D | -6.0% | +1.8% | -7.8% | -6.6% |
| 30D | 0.0% | +2.0% | -2.0% | -0.7% |
| 3M | +13.1% | +19.7% | -6.7% | +5.7% |
| 6M | +11.7% | +30.6% | -18.9% | +0.5% |
| YTD | -26.1% | +28.8% | -55.0% | -33.4% |
| 1Y | -21.3% | +57.8% | -79.0% | -33.8% |
| 3Y | -46.7% | +338.1% | -384.9% | -69.2% |
| 5Y | -40.5% | +384.2% | -424.7% | -67.8% |
| 10Y | +103.9% | +353.1% | -249.3% | +4.6% |
| All | +6,045.6% | +1,899.9% | +4,145.7% | +1,415.2% |
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