+94.5%
QQQ vs SAN
+384.1%
-289.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | -0.6% | -0.1% | -0.6% | -0.7% |
| 3M | +1.3% | +19.6% | -18.3% | -4.4% |
| 6M | +18.1% | +32.7% | -14.5% | +7.6% |
| YTD | +16.9% | +26.7% | -9.8% | +7.4% |
| 1Y | +24.0% | +51.6% | -27.7% | +7.4% |
| 3Y | +95.6% | +348.7% | -253.1% | +17.9% |
| 5Y | +94.5% | +378.7% | -284.2% | +6.6% |
| All | +94.5% | +384.1% | -289.6% | +6.6% |
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