+50.1%
JD vs SAN
+97.0%
-46.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.3% |
| 7D | -4.0% | +1.0% | -5.0% | -4.5% |
| 30D | +2.7% | -9.4% | +12.0% | +5.8% |
| 3M | -13.0% | -17.1% | +4.1% | -7.8% |
| 6M | -12.7% | +2.2% | -14.9% | -14.6% |
| YTD | -0.8% | +6.0% | -6.8% | -4.9% |
| 1Y | -8.9% | +12.7% | -21.6% | -14.6% |
| 3Y | +17.0% | +242.1% | -225.1% | -27.6% |
| 5Y | -63.5% | +293.6% | -357.1% | -79.0% |
| 10Y | +30.5% | +266.1% | -235.6% | -26.6% |
| All | +50.1% | +97.0% | -46.9% | -1.2% |
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