+2,327.9%
NDAQ vs SAN
+588.5%
+1,739.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -2.4% | +1.8% | -4.2% | -3.1% |
| 30D | +2.5% | +2.0% | +0.5% | +1.7% |
| 3M | +9.9% | +19.7% | -9.8% | +2.4% |
| 6M | +9.4% | +30.6% | -21.2% | -2.1% |
| YTD | +0.4% | +28.8% | -28.4% | -10.0% |
| 1Y | +4.0% | +57.8% | -53.7% | -13.9% |
| 3Y | +94.4% | +338.1% | -243.7% | +6.2% |
| 5Y | +56.7% | +384.2% | -327.5% | -21.4% |
| 10Y | +375.3% | +353.2% | +22.1% | +116.6% |
| All | +2,327.9% | +588.5% | +1,739.4% | +921.3% |
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