+18.4%
IWM vs SAN
+12.6%
+5.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +1.4% | +4.0% | -2.6% | +0.2% |
| 30D | +2.3% | -7.8% | +10.1% | +4.6% |
| 3M | -8.3% | -16.4% | +8.0% | -3.5% |
| 6M | -1.3% | +3.5% | -4.9% | -3.3% |
| YTD | +13.5% | +6.7% | +6.8% | +7.8% |
| 1Y | +18.4% | +14.5% | +3.9% | +9.0% |
| All | +18.4% | +12.6% | +5.8% | +9.0% |
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