-72.0%
S vs SAN
+381.6%
-453.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -7.7% | +1.8% | -9.5% | -8.3% |
| 30D | -5.3% | +2.0% | -7.3% | -6.1% |
| 3M | +20.3% | +19.7% | +0.5% | +12.2% |
| 6M | +47.4% | +30.6% | +16.7% | +32.0% |
| YTD | +32.5% | +28.8% | +3.7% | +18.6% |
| 1Y | +9.5% | +57.8% | -48.2% | -9.8% |
| 3Y | +15.5% | +338.1% | -322.6% | -39.6% |
| All | -72.0% | +381.6% | -453.6% | -87.6% |
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