-9.7%
JD vs SAN
+23.5%
-33.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.4% | -3.4% | +1.8% |
| 7D | +9.0% | +4.5% | +4.4% | +8.0% |
| 30D | +5.2% | -12.1% | +17.3% | +7.6% |
| 3M | -15.9% | -15.6% | -0.3% | -13.4% |
| 6M | -7.7% | +5.8% | -13.5% | -10.9% |
| YTD | +0.1% | +5.5% | -5.4% | -4.1% |
| 1Y | -9.7% | +23.6% | -33.3% | -16.3% |
| All | -9.7% | +23.5% | -33.2% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling