+43.4%
ON vs SAN
+22.7%
+20.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -4.1% | +10.8% | -14.9% | -9.0% |
| 30D | -10.2% | -5.7% | -4.5% | -7.5% |
| 3M | -12.7% | -13.4% | +0.7% | -6.1% |
| 6M | -32.5% | +3.5% | -36.1% | -33.2% |
| YTD | +28.6% | +9.7% | +18.8% | +21.1% |
| 1Y | +43.4% | +20.9% | +22.5% | +27.8% |
| All | +43.4% | +22.7% | +20.7% | +27.8% |
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