+104.3%
SAN vs CAPR
-99.1%
+203.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.9% | +10.8% | +0.9% |
| 7D | +10.8% | +7.6% | +3.1% | +10.6% |
| 30D | -5.7% | +13.3% | -19.0% | -6.0% |
| 3M | -13.4% | +130.4% | -143.8% | -14.8% |
| 6M | +3.5% | -70.8% | +74.4% | +4.2% |
| YTD | +9.7% | -69.3% | +79.0% | +10.2% |
| 1Y | +20.9% | +59.5% | -38.7% | +14.1% |
| 3Y | +254.3% | +216.8% | +37.5% | +221.6% |
| 5Y | +304.2% | +152.7% | +151.5% | +264.3% |
| 10Y | +260.2% | -68.2% | +328.4% | +208.4% |
| All | +104.3% | -99.1% | +203.4% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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