-61.3%
JD vs SAN
+381.6%
-442.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | -1.7% | +1.8% | -3.4% | -2.4% |
| 30D | -13.2% | +2.0% | -15.1% | -13.9% |
| 3M | -3.2% | +19.7% | -22.9% | -10.8% |
| 6M | +15.2% | +30.6% | -15.4% | +1.8% |
| YTD | +2.0% | +28.8% | -26.9% | -9.9% |
| 1Y | -5.4% | +57.8% | -63.1% | -23.8% |
| 3Y | -9.1% | +338.1% | -347.2% | -55.6% |
| All | -61.3% | +381.6% | -442.8% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling