+47.6%
ON vs SAN
+12.6%
+35.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -4.0% |
| 7D | +12.2% | +4.0% | +8.2% | +10.0% |
| 30D | -3.1% | -7.8% | +4.7% | +0.9% |
| 3M | -12.9% | -16.4% | +3.5% | -4.7% |
| 6M | -38.6% | +3.5% | -42.1% | -38.9% |
| YTD | +31.2% | +6.7% | +24.5% | +25.7% |
| 1Y | +47.6% | +14.5% | +33.2% | +36.0% |
| All | +47.6% | +12.6% | +35.0% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling