+1,652.4%
SAN vs COO
+5,356.1%
-3,703.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.1% |
| 7D | +4.9% | +4.7% | +0.2% | +4.4% |
| 30D | -13.0% | +13.9% | -26.9% | -14.2% |
| 3M | -18.9% | -14.9% | -3.9% | -17.6% |
| 6M | -4.1% | +2.0% | -6.2% | -4.7% |
| YTD | +2.6% | -23.9% | +26.5% | +5.2% |
| 1Y | +16.9% | -9.6% | +26.6% | +17.7% |
| 3Y | +239.1% | -25.4% | +264.5% | +246.2% |
| 5Y | +266.8% | -41.2% | +308.0% | +282.7% |
| 10Y | +246.0% | +42.1% | +204.0% | +233.1% |
| All | +1,652.4% | +5,356.1% | -3,703.8% | +1,348.2% |
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