+298.4%
SAN vs ARWR
-34.9%
+333.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | +0.5% |
| 7D | +4.0% | -17.8% | +21.9% | +6.1% |
| 30D | -7.8% | -18.1% | +10.3% | -5.9% |
| 3M | -16.4% | -44.2% | +27.8% | -10.7% |
| 6M | +3.5% | -38.6% | +42.2% | +8.8% |
| YTD | +6.7% | -28.0% | +34.7% | +9.4% |
| 1Y | +14.5% | +16.1% | -1.6% | +10.1% |
| 3Y | +243.5% | +84.0% | +159.5% | +191.9% |
| All | +298.4% | -34.9% | +333.3% | +247.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 5y: compounded portfolio wealth divided by compounded ARWR 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…
5y analysis · Full analysis span regression · 6 months rolling