+449.6%
P vs SAN
+213.9%
+235.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.5% | -15.9% | -16.2% |
| 7D | -31.9% | +3.5% | -35.4% | -33.1% |
| 30D | -36.5% | -13.2% | -23.3% | -32.9% |
| 3M | +11.6% | -16.9% | +28.5% | +20.2% |
| 6M | +25.2% | +2.3% | +22.9% | +23.4% |
| YTD | +39.4% | +4.9% | +34.5% | +35.4% |
| 1Y | -3.7% | +20.4% | -24.1% | -11.6% |
| 3Y | +167.3% | +243.2% | -75.9% | +58.2% |
| 5Y | +237.3% | +275.3% | -37.9% | +85.0% |
| 10Y | +698.6% | +254.0% | +444.6% | +316.5% |
| All | +449.6% | +213.9% | +235.8% | +174.9% |
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 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