+707.1%
IYR vs SAN
+369.7%
+337.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +0.6% | +4.0% | -3.4% | -0.8% |
| 30D | +6.6% | -7.8% | +14.4% | +9.3% |
| 3M | -1.8% | -16.4% | +14.5% | +4.0% |
| 6M | +1.4% | +3.5% | -2.1% | -0.9% |
| YTD | +10.5% | +6.7% | +3.8% | +5.6% |
| 1Y | +10.6% | +14.5% | -3.9% | +3.0% |
| 3Y | +41.8% | +243.5% | -201.7% | -13.6% |
| 5Y | +6.0% | +296.2% | -290.2% | -41.2% |
| 10Y | +86.7% | +268.5% | -181.8% | -4.6% |
| All | +707.1% | +369.7% | +337.5% | +237.4% |
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