+246.9%
SAN vs ALLE
+90.7%
+156.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.3% |
| 7D | +3.5% | 0.0% | +3.4% | +3.5% |
| 30D | -13.2% | +20.6% | -33.8% | -17.9% |
| 3M | -16.9% | +11.4% | -28.4% | -19.5% |
| 6M | +2.3% | +42.5% | -40.2% | -8.7% |
| YTD | +4.9% | +18.9% | -14.0% | -1.8% |
| 1Y | +20.4% | +14.2% | +6.3% | +14.4% |
| All | +246.9% | +90.7% | +156.2% | +174.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling