+3,565.2%
MOD vs SAN
+2,116.5%
+1,448.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.7% |
| 7D | +9.6% | +1.8% | +7.8% | +8.5% |
| 30D | 0.0% | +2.0% | -2.0% | -1.0% |
| 3M | -35.4% | +19.7% | -55.1% | -41.1% |
| 6M | -7.3% | +30.6% | -37.9% | -19.0% |
| YTD | +45.8% | +28.8% | +17.0% | +27.6% |
| 1Y | +43.1% | +57.8% | -14.6% | +12.5% |
| 3Y | +297.7% | +338.1% | -40.5% | +79.3% |
| 5Y | +1,478.8% | +384.2% | +1,094.5% | +558.3% |
| 10Y | +1,633.4% | +353.1% | +1,280.2% | +615.1% |
| All | +3,565.2% | +2,116.5% | +1,448.8% | +923.2% |
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