+25.2%
P vs SAN
+3.5%
+21.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.5% | -15.9% | -16.2% |
| 7D | -31.9% | +3.5% | -35.4% | -32.8% |
| 30D | -36.5% | -13.2% | -23.3% | -30.4% |
| 3M | +11.6% | -16.9% | +28.5% | +25.9% |
| 6M | +25.2% | +2.3% | +22.9% | +29.6% |
| All | +25.2% | +3.5% | +21.7% | +29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling