+469.1%
P vs SAN
+206.8%
+262.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.8% | +4.5% |
| 7D | -23.8% | +4.9% | -28.7% | -25.7% |
| 30D | -36.6% | -13.0% | -23.6% | -33.0% |
| 3M | +10.9% | -18.9% | +29.7% | +20.6% |
| 6M | +30.0% | -4.1% | +34.1% | +31.8% |
| YTD | +44.4% | +2.6% | +41.8% | +41.4% |
| 1Y | +3.9% | +16.9% | -13.0% | -3.4% |
| 3Y | +176.6% | +239.1% | -62.5% | +64.5% |
| 5Y | +249.3% | +266.8% | -17.6% | +93.3% |
| 10Y | +726.9% | +246.0% | +480.9% | +335.2% |
| All | +469.1% | +206.8% | +262.3% | +187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling