+1,980.5%
NOW vs SAN
+278.8%
+1,701.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.8% |
| 7D | -6.7% | +3.5% | -10.1% | -7.6% |
| 30D | -25.8% | -13.2% | -12.6% | -23.0% |
| 3M | -12.7% | -16.9% | +4.3% | -8.5% |
| 6M | +11.2% | +2.3% | +8.9% | +9.3% |
| YTD | -33.2% | +4.9% | -38.1% | -35.4% |
| 1Y | -41.8% | +20.4% | -62.3% | -46.1% |
| 3Y | -15.7% | +243.2% | -258.9% | -43.9% |
| 5Y | -26.0% | +275.3% | -301.3% | -53.3% |
| 10Y | +515.1% | +254.0% | +261.1% | +267.6% |
| All | +1,980.5% | +278.8% | +1,701.7% | +1,302.9% |
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 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