+1,527.5%
META vs SAN
+419.4%
+1,108.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +6.7% | +1.8% | +4.9% | +6.2% |
| 30D | +4.8% | +2.0% | +2.8% | +4.2% |
| 3M | -1.6% | +19.7% | -21.4% | -7.0% |
| 6M | -7.5% | +30.6% | -38.1% | -14.9% |
| YTD | -6.4% | +28.8% | -35.2% | -13.9% |
| 1Y | -17.3% | +57.8% | -75.1% | -28.5% |
| 3Y | +109.9% | +338.1% | -228.2% | +32.4% |
| 5Y | +65.4% | +384.2% | -318.9% | -0.6% |
| 10Y | +391.8% | +353.1% | +38.7% | +186.5% |
| All | +1,527.5% | +419.4% | +1,108.1% | +951.3% |
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