+5,283.0%
O vs SAN
+1,769.3%
+3,513.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.4% | -0.8% |
| 7D | +3.3% | +8.7% | -5.4% | +1.0% |
| 30D | +10.3% | -6.5% | +16.8% | +12.0% |
| 3M | -3.5% | -14.2% | +10.7% | +0.1% |
| 6M | -1.3% | +2.7% | -4.0% | -2.8% |
| YTD | +10.3% | +8.9% | +1.5% | +6.0% |
| 1Y | +10.4% | +23.4% | -13.0% | +2.4% |
| 3Y | +40.0% | +257.9% | -218.0% | -5.0% |
| 5Y | +12.4% | +297.8% | -285.4% | -28.5% |
| 10Y | +78.2% | +259.6% | -181.4% | +8.5% |
| All | +5,283.0% | +1,769.3% | +3,513.7% | +2,261.0% |
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 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