+642.3%
LYB vs SAN
+190.0%
+452.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | +4.0% | -0.1% | +4.1% | +3.9% |
| 3M | +2.4% | +19.6% | -17.2% | -6.6% |
| 6M | -1.4% | +32.7% | -34.1% | -16.4% |
| YTD | +53.9% | +26.7% | +27.3% | +31.8% |
| 1Y | +26.1% | +51.6% | -25.6% | -1.4% |
| 3Y | -21.0% | +348.7% | -369.8% | -64.8% |
| 5Y | -0.7% | +378.7% | -379.5% | -59.1% |
| 10Y | +49.3% | +336.9% | -287.7% | -38.6% |
| All | +642.3% | +190.0% | +452.3% | +220.5% |
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