+1,112.1%
PSX vs SAN
+357.3%
+754.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +4.5% | +1.8% | +2.8% | +3.8% |
| 30D | +26.6% | +2.0% | +24.6% | +25.5% |
| 3M | +39.3% | +19.7% | +19.5% | +28.7% |
| 6M | +56.8% | +30.6% | +26.2% | +37.7% |
| YTD | +101.8% | +28.8% | +73.0% | +76.2% |
| 1Y | +99.6% | +57.8% | +41.8% | +59.4% |
| 3Y | +140.3% | +338.1% | -197.8% | +20.0% |
| 5Y | +339.3% | +384.2% | -44.9% | +99.8% |
| 10Y | +369.9% | +353.1% | +16.7% | +101.8% |
| All | +1,112.1% | +357.3% | +754.8% | +398.0% |
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