+700.6%
IYR vs SAN
+467.3%
+233.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -1.2% | +1.8% | -3.0% | -1.9% |
| 30D | -2.9% | +2.0% | -4.8% | -3.6% |
| 3M | +0.8% | +19.7% | -18.9% | -5.8% |
| 6M | +1.9% | +30.6% | -28.8% | -8.3% |
| YTD | +9.6% | +28.8% | -19.2% | -1.5% |
| 1Y | +8.1% | +57.8% | -49.7% | -10.0% |
| 3Y | +29.2% | +338.1% | -308.9% | -27.5% |
| 5Y | +4.3% | +384.2% | -379.9% | -46.1% |
| 10Y | +64.7% | +353.1% | -288.5% | -21.7% |
| All | +700.6% | +467.3% | +233.3% | +214.7% |
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