+25.0%
IWM vs SAN
+55.7%
-30.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +1.4% | +3.3% | -1.9% | +0.4% |
| 30D | -2.3% | +1.1% | -3.4% | -2.6% |
| 3M | +4.0% | +22.2% | -18.2% | -2.7% |
| 6M | +17.9% | +36.0% | -18.1% | +6.7% |
| YTD | +20.2% | +28.2% | -8.0% | +9.1% |
| 1Y | +25.0% | +54.1% | -29.2% | +7.9% |
| All | +25.0% | +55.7% | -30.8% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling