+58.5%
ON vs SAN
+381.9%
-323.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -4.0% | -4.2% |
| 7D | -2.2% | +3.3% | -5.5% | -3.9% |
| 30D | -12.4% | +1.1% | -13.5% | -13.0% |
| 3M | -41.2% | +22.2% | -63.4% | -47.0% |
| 6M | +25.0% | +36.0% | -11.0% | +6.1% |
| YTD | +31.3% | +28.2% | +3.0% | +13.7% |
| 1Y | +45.4% | +54.1% | -8.7% | +14.1% |
| 3Y | -27.4% | +354.2% | -381.7% | -69.6% |
| 5Y | +58.5% | +387.3% | -328.8% | -39.7% |
| All | +58.5% | +381.9% | -323.5% | -39.7% |
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 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