+5.3%
MSCI vs SAN
+294.0%
-288.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.8% |
| 7D | +2.7% | +4.0% | -1.3% | +1.3% |
| 30D | +17.4% | -7.8% | +25.2% | +20.2% |
| 3M | +14.8% | -16.4% | +31.2% | +21.1% |
| 6M | +16.1% | +3.5% | +12.6% | +13.4% |
| YTD | +16.0% | +6.7% | +9.3% | +10.7% |
| 1Y | +16.4% | +14.5% | +2.0% | +8.1% |
| 3Y | +35.3% | +243.5% | -208.2% | -21.9% |
| All | +5.3% | +294.0% | -288.8% | -45.4% |
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