+95.5%
PSX vs SAN
+12.6%
+82.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.9% |
| 7D | +7.8% | +4.0% | +3.8% | +8.6% |
| 30D | -10.9% | -7.8% | -3.1% | -11.9% |
| 3M | +14.5% | -16.4% | +30.8% | +11.2% |
| 6M | +56.1% | +3.5% | +52.6% | +58.7% |
| YTD | +109.6% | +6.7% | +102.9% | +106.4% |
| 1Y | +95.5% | +14.5% | +81.0% | +88.2% |
| All | +95.5% | +12.6% | +82.9% | +88.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling