+29.6%
LUV vs SAN
+58.9%
-29.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.8% |
| 7D | +0.4% | +1.8% | -1.4% | -0.7% |
| 30D | -18.4% | +2.0% | -20.4% | -19.4% |
| 3M | -3.2% | +19.7% | -22.9% | -13.6% |
| 6M | -14.8% | +30.6% | -45.5% | -27.4% |
| YTD | -2.9% | +28.8% | -31.7% | -17.7% |
| 1Y | +29.6% | +57.8% | -28.2% | +1.9% |
| All | +29.6% | +58.9% | -29.3% | +1.9% |
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