+11.2%
P vs SAN
+21.7%
-10.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.1% | +0.2% | +3.0% |
| 7D | -9.6% | +8.7% | -18.3% | -13.8% |
| 30D | -33.4% | -6.5% | -26.9% | -30.7% |
| 3M | +14.2% | -14.2% | +28.4% | +25.0% |
| 6M | +31.6% | +2.7% | +28.9% | +29.9% |
| YTD | +53.5% | +8.9% | +44.6% | +39.2% |
| All | +11.2% | +21.7% | -10.5% | -12.0% |
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