+209.9%
ON vs SAN
+447.3%
-237.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | +2.4% | +1.8% | +0.7% | +1.4% |
| 30D | -3.3% | +2.0% | -5.3% | -4.4% |
| 3M | -43.6% | +19.7% | -63.3% | -48.7% |
| 6M | +19.0% | +30.6% | -11.7% | +2.5% |
| YTD | +37.4% | +28.8% | +8.5% | +18.0% |
| 1Y | +54.8% | +57.8% | -3.0% | +19.0% |
| 3Y | -25.2% | +338.1% | -363.3% | -68.4% |
| 5Y | +62.7% | +384.2% | -321.5% | -36.7% |
| 10Y | +574.3% | +353.1% | +221.2% | +158.6% |
| All | +209.9% | +447.3% | -237.3% | -31.3% |
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