+90.1%
RF vs SAN
+381.6%
-291.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | +1.3% | +1.8% | -0.5% | +0.5% |
| 30D | -3.6% | +2.0% | -5.6% | -4.5% |
| 3M | +8.1% | +19.7% | -11.6% | -0.9% |
| 6M | +11.5% | +30.6% | -19.2% | -2.3% |
| YTD | +15.6% | +28.8% | -13.3% | +1.0% |
| 1Y | +15.7% | +57.8% | -42.1% | -8.7% |
| 3Y | +86.9% | +338.1% | -251.2% | -16.5% |
| All | +90.1% | +381.6% | -291.5% | -21.3% |
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