+6.8%
NOW vs SAN
+381.6%
-374.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.7% |
| 7D | -2.4% | +1.8% | -4.2% | -2.9% |
| 30D | +20.5% | +2.0% | +18.5% | +19.8% |
| 3M | +18.3% | +19.7% | -1.4% | +11.9% |
| 6M | +24.1% | +30.6% | -6.6% | +13.5% |
| YTD | -7.8% | +28.8% | -36.6% | -15.8% |
| 1Y | -21.4% | +57.8% | -79.2% | -33.3% |
| 3Y | +19.5% | +338.1% | -318.6% | -30.8% |
| All | +6.8% | +381.6% | -374.7% | -45.0% |
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