+5.4%
MOD vs SAN
+12.6%
-7.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.7% | +27.2% | +27.4% |
| 7D | +40.4% | +4.0% | +36.4% | +37.2% |
| 30D | -14.0% | -7.8% | -6.2% | -8.7% |
| 3M | -33.3% | -16.4% | -17.0% | -23.6% |
| 6M | -51.4% | +3.5% | -54.9% | -53.0% |
| YTD | +1.6% | +6.7% | -5.1% | -11.1% |
| 1Y | +5.4% | +14.5% | -9.1% | -14.9% |
| All | +5.4% | +12.6% | -7.3% | -14.9% |
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