+273.9%
SAN vs ALC
+20.4%
+253.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | -0.5% | -5.3% | +4.8% | +2.1% |
| 30D | -0.1% | -7.1% | +7.0% | +3.3% |
| 3M | +19.6% | +0.8% | +18.9% | +18.5% |
| 6M | +32.7% | -16.0% | +48.7% | +42.7% |
| YTD | +26.7% | -12.7% | +39.4% | +33.7% |
| 1Y | +51.6% | -12.8% | +64.5% | +59.6% |
| 3Y | +348.7% | -15.8% | +364.6% | +369.4% |
| 5Y | +378.7% | -16.7% | +395.4% | +392.5% |
| All | +273.9% | +20.4% | +253.6% | +209.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ALC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling