+23.1%
Q vs SAN
+21.8%
+1.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.6% | +7.5% |
| 7D | +0.3% | +4.9% | -4.6% | -2.7% |
| 30D | -9.8% | -13.0% | +3.2% | -2.4% |
| 3M | -12.2% | -18.9% | +6.7% | -1.2% |
| 6M | -21.6% | -4.1% | -17.5% | -21.3% |
| YTD | +43.6% | +2.6% | +41.0% | +31.1% |
| 1Y | +25.7% | +16.9% | +8.8% | +4.2% |
| All | +23.1% | +21.8% | +1.3% | 0.0% |
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 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