+77.5%
QQQ vs SAN
+294.0%
-216.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +3.6% | +4.0% | -0.4% | +2.3% |
| 30D | -6.7% | -7.8% | +1.1% | -4.5% |
| 3M | -7.0% | -16.4% | +9.3% | -2.0% |
| 6M | -4.7% | +3.5% | -8.2% | -6.3% |
| YTD | +11.1% | +6.7% | +4.4% | +7.2% |
| 1Y | +12.3% | +14.5% | -2.2% | +5.9% |
| 3Y | +83.3% | +243.5% | -160.2% | +19.0% |
| All | +77.5% | +294.0% | -216.5% | +4.6% |
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