+64.2%
IWM vs SAN
+235.5%
-171.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.7% |
| 7D | -2.0% | +4.9% | -6.9% | -3.5% |
| 30D | -1.5% | -13.0% | +11.5% | +2.6% |
| 3M | -8.0% | -18.9% | +10.9% | -2.2% |
| 6M | -4.1% | -4.1% | 0.0% | -3.6% |
| YTD | +11.9% | +2.6% | +9.4% | +9.2% |
| 1Y | +15.0% | +16.9% | -1.9% | +7.5% |
| 3Y | +64.2% | +239.1% | -174.9% | +8.5% |
| All | +64.2% | +235.5% | -171.3% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling