+281.3%
P vs SAN
+381.6%
-100.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | +6.5% | +1.8% | +4.8% | +5.8% |
| 30D | +18.8% | +2.0% | +16.9% | +17.8% |
| 3M | +26.7% | +19.7% | +7.0% | +17.8% |
| 6M | +62.2% | +30.6% | +31.5% | +44.3% |
| YTD | +48.5% | +28.8% | +19.7% | +33.1% |
| 1Y | +26.4% | +57.8% | -31.4% | +4.8% |
| 3Y | +159.4% | +338.1% | -178.7% | +51.0% |
| All | +281.3% | +381.6% | -100.3% | +105.9% |
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