-4.9%
LYB vs SAN
+385.2%
-390.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.5% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | +2.5% | +0.9% | +1.5% | +2.1% |
| 3M | +1.4% | +19.1% | -17.7% | -3.8% |
| 6M | -3.5% | +33.2% | -36.7% | -12.9% |
| YTD | +52.0% | +29.1% | +22.9% | +37.2% |
| 1Y | +22.1% | +50.2% | -28.2% | +3.7% |
| 3Y | -22.8% | +351.0% | -373.8% | -58.0% |
| All | -4.9% | +385.2% | -390.1% | -51.4% |
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