+184.8%
SAN vs ALLE
+260.9%
-76.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.3% |
| 7D | +1.8% | -0.2% | +2.0% | +1.9% |
| 30D | +2.0% | -6.8% | +8.8% | +5.9% |
| 3M | +19.7% | +21.0% | -1.3% | +6.7% |
| 6M | +30.6% | +1.1% | +29.5% | +28.3% |
| YTD | +28.8% | -0.5% | +29.4% | +26.5% |
| 1Y | +57.8% | -7.3% | +65.0% | +60.8% |
| 3Y | +338.1% | +42.3% | +295.9% | +238.6% |
| 5Y | +384.2% | +13.5% | +370.8% | +317.8% |
| 10Y | +353.1% | +144.0% | +209.1% | +143.1% |
| All | +184.8% | +260.9% | -76.0% | +26.8% |
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