+1,407.5%
RF vs SAN
+1,705.1%
-297.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -1.6% | +3.5% | -5.1% | -3.4% |
| 30D | +5.0% | -13.2% | +18.2% | +12.2% |
| 3M | -10.0% | -16.9% | +7.0% | -1.9% |
| 6M | +3.3% | +2.3% | +1.0% | +0.7% |
| YTD | +7.9% | +4.9% | +3.0% | +2.3% |
| 1Y | +21.2% | +20.4% | +0.8% | +7.1% |
| 3Y | +105.8% | +243.2% | -137.4% | +3.3% |
| 5Y | +43.7% | +275.3% | -231.5% | -32.9% |
| 10Y | +289.4% | +254.0% | +35.5% | +84.0% |
| All | +1,407.5% | +1,705.1% | -297.6% | +468.1% |
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