+19.9%
SAN vs ALLE
+15.5%
+4.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.8% | +3.4% | +5.6% |
| 7D | +8.7% | -0.6% | +9.4% | +8.8% |
| 30D | -6.5% | +26.6% | -33.1% | -10.3% |
| 3M | -14.2% | +13.2% | -27.4% | -15.8% |
| 6M | +2.7% | +42.9% | -40.2% | -4.4% |
| YTD | +8.9% | +21.0% | -12.2% | -2.0% |
| All | +19.9% | +15.5% | +4.4% | +11.1% |
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