+275.1%
P vs SAN
+300.6%
-25.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.1% | +4.7% |
| 7D | -4.7% | +3.4% | -8.1% | -6.0% |
| 30D | -31.4% | -6.3% | -25.2% | -29.7% |
| 3M | -2.6% | -14.1% | +11.5% | +3.4% |
| 6M | +21.9% | +4.2% | +17.8% | +19.7% |
| YTD | +58.9% | +9.0% | +49.9% | +52.3% |
| 1Y | +21.7% | +18.8% | +3.0% | +13.0% |
| 3Y | +193.3% | +252.0% | -58.7% | +86.2% |
| 5Y | +275.1% | +299.5% | -24.3% | +131.2% |
| All | +275.1% | +300.6% | -25.4% | +131.2% |
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