+132.0%
SAN vs ALLE
+331.3%
-199.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +1.0% |
| 7D | +3.5% | 0.0% | +3.4% | +3.5% |
| 30D | -13.2% | +20.6% | -33.8% | -22.1% |
| 3M | -16.9% | +11.4% | -28.4% | -22.2% |
| 6M | +2.3% | +42.5% | -40.2% | -17.1% |
| YTD | +4.9% | +18.9% | -14.0% | -7.0% |
| 1Y | +20.4% | +14.2% | +6.3% | +9.1% |
| 3Y | +243.2% | +90.7% | +152.5% | +123.4% |
| 5Y | +275.3% | +52.5% | +222.8% | +171.6% |
| 10Y | +254.0% | +231.2% | +22.8% | +58.6% |
| All | +132.0% | +331.3% | -199.4% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling