+5,241.4%
O vs SAN
+1,661.3%
+3,580.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.2% |
| 7D | +3.7% | +4.9% | -1.2% | +2.4% |
| 30D | +11.2% | -13.0% | +24.2% | +15.1% |
| 3M | -4.0% | -18.9% | +14.9% | +1.1% |
| 6M | -5.2% | -4.1% | -1.1% | -4.9% |
| YTD | +9.5% | +2.6% | +6.9% | +6.8% |
| 1Y | +10.6% | +16.9% | -6.3% | +4.1% |
| 3Y | +38.1% | +239.1% | -200.9% | -4.9% |
| 5Y | +10.2% | +266.8% | -256.6% | -28.3% |
| 10Y | +71.4% | +246.0% | -174.6% | +5.5% |
| All | +5,241.4% | +1,661.3% | +3,580.1% | +2,280.7% |
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