+7.1%
IYR vs SAN
+298.8%
-291.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +2.1% | +10.8% | -8.7% | -0.2% |
| 30D | +7.2% | -5.7% | +12.9% | +8.4% |
| 3M | +0.4% | -13.4% | +13.8% | +3.3% |
| 6M | +1.4% | +3.5% | -2.1% | 0.0% |
| YTD | +11.3% | +9.7% | +1.6% | +7.5% |
| 1Y | +10.5% | +20.9% | -10.4% | +4.2% |
| 3Y | +41.7% | +254.3% | -212.6% | +0.3% |
| 5Y | +7.1% | +304.2% | -297.1% | -27.0% |
| All | +7.1% | +298.8% | -291.7% | -27.0% |
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 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