+2,118.5%
SAN vs ARWR
-97.0%
+2,215.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +1.8% | +1.7% | +0.1% | +1.8% |
| 30D | +2.0% | -0.7% | +2.6% | +2.0% |
| 3M | +19.7% | +14.9% | +4.9% | +19.6% |
| 6M | +30.6% | +32.6% | -2.0% | +30.4% |
| YTD | +28.8% | +30.0% | -1.2% | +28.7% |
| 1Y | +57.8% | +208.4% | -150.6% | +56.9% |
| 3Y | +338.1% | +208.8% | +129.3% | +334.9% |
| 5Y | +384.2% | +27.8% | +356.4% | +381.6% |
| 10Y | +353.1% | +1,107.6% | -754.4% | +346.7% |
| All | +2,118.5% | -97.0% | +2,215.6% | +2,305.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling