+363.8%
PSX vs SAN
+381.9%
-18.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +2.8% | +3.3% | -0.5% | +2.0% |
| 30D | +27.8% | +1.1% | +26.7% | +27.4% |
| 3M | +42.0% | +22.2% | +19.8% | +34.7% |
| 6M | +58.1% | +36.0% | +22.1% | +44.3% |
| YTD | +105.0% | +28.2% | +76.8% | +88.5% |
| 1Y | +104.9% | +54.1% | +50.8% | +77.2% |
| 3Y | +134.1% | +354.2% | -220.2% | +41.3% |
| 5Y | +363.8% | +387.3% | -23.5% | +164.5% |
| All | +363.8% | +381.9% | -18.1% | +164.5% |
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