+139.9%
SAN vs CAPR
-99.1%
+239.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | +1.8% | -2.0% | +3.8% | +1.8% |
| 30D | +2.0% | +139.2% | -137.2% | +0.4% |
| 3M | +19.7% | -66.4% | +86.1% | +20.4% |
| 6M | +30.6% | -63.1% | +93.8% | +31.1% |
| YTD | +28.8% | -67.4% | +96.3% | +29.4% |
| 1Y | +57.8% | +58.2% | -0.5% | +48.9% |
| 3Y | +338.1% | +42.2% | +295.9% | +303.9% |
| 5Y | +384.2% | +87.3% | +297.0% | +339.3% |
| 10Y | +353.1% | -75.3% | +428.4% | +289.7% |
| All | +139.9% | -99.1% | +239.0% | +93.4% |
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