+9.0%
LOW vs SAN
+390.0%
-381.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +0.4% | +3.3% | -3.0% | -0.4% |
| 30D | -10.1% | +1.1% | -11.2% | -10.4% |
| 3M | -2.9% | +22.2% | -25.1% | -7.7% |
| 6M | -19.4% | +36.0% | -55.4% | -25.5% |
| YTD | -15.4% | +28.2% | -43.7% | -21.3% |
| 1Y | -24.9% | +54.1% | -79.1% | -33.3% |
| 3Y | -7.8% | +354.2% | -362.1% | -38.8% |
| All | +9.0% | +390.0% | -381.0% | -33.2% |
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 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