+3.9%
P vs SAN
+16.7%
-12.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.8% | +4.7% |
| 7D | -23.8% | +4.9% | -28.7% | -26.2% |
| 30D | -36.6% | -13.0% | -23.6% | -31.4% |
| 3M | +10.9% | -18.9% | +29.7% | +25.0% |
| 6M | +30.0% | -4.1% | +34.1% | +33.0% |
| YTD | +44.4% | +2.6% | +41.8% | +35.1% |
| 1Y | +3.9% | +16.9% | -13.0% | -19.0% |
| All | +3.9% | +16.7% | -12.8% | -19.0% |
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