+23.6%
SAN vs ALLE
+18.6%
+5.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.8% | +4.7% | +6.1% |
| 7D | +4.5% | +6.7% | -2.1% | +3.5% |
| 30D | -12.1% | +25.4% | -37.5% | -15.4% |
| 3M | -15.6% | +16.9% | -32.5% | -17.6% |
| 6M | +5.8% | +46.6% | -40.8% | -2.0% |
| YTD | +5.5% | +22.4% | -17.0% | -4.9% |
| 1Y | +23.6% | +17.7% | +5.8% | +14.0% |
| All | +23.6% | +18.6% | +5.0% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling