+57.8%
SAN vs COO
+4.1%
+53.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | +1.8% | -2.2% | +4.0% | +2.3% |
| 30D | +2.0% | -7.0% | +9.0% | +3.6% |
| 3M | +19.7% | +12.2% | +7.5% | +15.7% |
| 6M | +30.6% | -15.1% | +45.7% | +35.9% |
| YTD | +28.8% | -15.1% | +43.9% | +33.8% |
| 1Y | +57.8% | +2.3% | +55.4% | +58.4% |
| All | +57.8% | +4.1% | +53.6% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling