+2,101.2%
SAN vs COO
+5,988.7%
-3,887.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | +1.8% | -2.2% | +4.0% | +2.0% |
| 30D | +2.0% | -7.0% | +9.0% | +2.8% |
| 3M | +19.7% | +12.2% | +7.5% | +18.1% |
| 6M | +30.6% | -15.1% | +45.7% | +32.8% |
| YTD | +28.8% | -15.1% | +43.9% | +30.9% |
| 1Y | +57.8% | +2.3% | +55.4% | +57.0% |
| 3Y | +338.1% | -23.7% | +361.8% | +346.9% |
| 5Y | +384.2% | -38.9% | +423.1% | +404.0% |
| 10Y | +353.1% | +49.9% | +303.2% | +334.2% |
| All | +2,101.2% | +5,988.7% | -3,887.5% | +1,702.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling