+39.1%
IWM vs SAN
+381.6%
-342.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +0.1% | +1.8% | -1.7% | -0.5% |
| 30D | -1.3% | +2.0% | -3.2% | -2.0% |
| 3M | +1.6% | +19.7% | -18.1% | -4.9% |
| 6M | +13.6% | +30.6% | -17.1% | +2.7% |
| YTD | +20.8% | +28.8% | -8.1% | +9.1% |
| 1Y | +26.4% | +57.8% | -31.4% | +5.9% |
| 3Y | +60.7% | +338.1% | -277.4% | -9.2% |
| All | +39.1% | +381.6% | -342.4% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling