+808.3%
IWM vs SAN
+520.2%
+288.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +0.1% | +1.8% | -1.7% | -0.6% |
| 30D | -1.3% | +2.0% | -3.2% | -2.1% |
| 3M | +1.6% | +19.7% | -18.1% | -5.7% |
| 6M | +13.6% | +30.6% | -17.1% | +1.5% |
| YTD | +20.8% | +28.8% | -8.1% | +7.7% |
| 1Y | +26.4% | +57.8% | -31.4% | +3.8% |
| 3Y | +60.7% | +338.1% | -277.4% | -14.4% |
| 5Y | +38.2% | +384.2% | -346.0% | -31.8% |
| 10Y | +169.5% | +353.1% | -183.7% | +26.0% |
| All | +808.3% | +520.2% | +288.0% | +177.4% |
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