+17.8%
JD vs SAN
+235.5%
-217.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +2.3% |
| 7D | +13.4% | +4.9% | +8.4% | +11.7% |
| 30D | +7.7% | -13.0% | +20.7% | +12.1% |
| 3M | -11.3% | -18.9% | +7.6% | -5.9% |
| 6M | -5.1% | -4.1% | -1.0% | -5.4% |
| YTD | +5.0% | +2.6% | +2.5% | +1.5% |
| 1Y | -5.6% | +16.9% | -22.6% | -13.3% |
| 3Y | +17.8% | +239.1% | -221.3% | -23.3% |
| All | +17.8% | +235.5% | -217.7% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling