+13.7%
O vs SAN
+381.9%
-368.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.6% | +3.3% | -3.9% | -1.0% |
| 30D | -2.0% | +1.1% | -3.0% | -2.1% |
| 3M | +3.0% | +22.2% | -19.2% | +0.2% |
| 6M | -3.6% | +36.0% | -39.7% | -7.7% |
| YTD | +12.1% | +28.2% | -16.2% | +7.8% |
| 1Y | +8.9% | +54.1% | -45.2% | +1.9% |
| 3Y | +30.3% | +354.2% | -323.9% | +2.2% |
| 5Y | +13.7% | +387.3% | -373.6% | -15.2% |
| All | +13.7% | +381.9% | -368.2% | -15.2% |
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