+1,972.6%
NOW vs SAN
+270.2%
+1,702.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.2% |
| 7D | -3.0% | +4.9% | -7.9% | -4.4% |
| 30D | -26.0% | -13.0% | -13.0% | -23.3% |
| 3M | -13.1% | -18.9% | +5.8% | -8.3% |
| 6M | +14.5% | -4.1% | +18.7% | +14.7% |
| YTD | -33.4% | +2.6% | -36.0% | -35.3% |
| 1Y | -40.6% | +16.9% | -57.6% | -44.6% |
| 3Y | -16.3% | +239.1% | -255.4% | -44.1% |
| 5Y | -26.3% | +266.8% | -293.2% | -53.2% |
| 10Y | +512.7% | +246.0% | +266.7% | +268.5% |
| All | +1,972.6% | +270.2% | +1,702.3% | +1,306.3% |
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