+190.0%
ON vs SAN
+366.1%
-176.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -4.1% | +10.8% | -14.9% | -9.4% |
| 30D | -10.2% | -5.7% | -4.5% | -7.5% |
| 3M | -12.7% | -13.4% | +0.7% | -5.9% |
| 6M | -32.5% | +3.5% | -36.1% | -34.0% |
| YTD | +28.6% | +9.7% | +18.8% | +20.2% |
| 1Y | +43.4% | +20.9% | +22.5% | +27.2% |
| 3Y | +3.3% | +254.3% | -251.0% | -50.7% |
| 5Y | +22.5% | +304.2% | -281.7% | -47.3% |
| 10Y | +535.7% | +260.2% | +275.5% | +176.2% |
| All | +190.0% | +366.1% | -176.1% | -30.0% |
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 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