-6.7%
JD vs SAN
+22.7%
-29.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +5.2% | +10.8% | -5.6% | +3.1% |
| 30D | +4.5% | -5.7% | +10.2% | +5.6% |
| 3M | -15.4% | -13.4% | -2.0% | -13.2% |
| 6M | -6.0% | +3.5% | -9.6% | -8.3% |
| YTD | +2.2% | +9.7% | -7.6% | -3.2% |
| 1Y | -6.7% | +20.9% | -27.5% | -13.5% |
| All | -6.7% | +22.7% | -29.4% | -13.5% |
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