+54.1%
SAN vs DAR
+108.5%
-54.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.5% |
| 7D | +3.3% | -0.9% | +4.2% | +3.3% |
| 30D | +1.1% | +13.0% | -11.9% | +0.8% |
| 3M | +22.2% | +15.0% | +7.2% | +21.6% |
| 6M | +36.0% | +26.8% | +9.2% | +32.7% |
| YTD | +28.2% | +86.4% | -58.2% | +18.9% |
| 1Y | +54.1% | +115.1% | -61.0% | +42.0% |
| All | +54.1% | +108.5% | -54.3% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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