+38.9%
S vs SAN
+244.8%
-206.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.8% | -3.5% | -5.6% |
| 7D | +4.1% | +1.0% | +3.1% | +3.9% |
| 30D | -7.2% | -9.4% | +2.2% | -5.1% |
| 3M | 0.0% | -17.1% | +17.1% | +4.1% |
| 6M | +41.6% | +2.2% | +39.4% | +39.4% |
| YTD | +48.6% | +6.0% | +42.6% | +43.7% |
| 1Y | +30.0% | +12.7% | +17.3% | +23.4% |
| All | +38.9% | +244.8% | -206.0% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling