+243.5%
SAN vs DAR
+33.7%
+209.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.5% |
| 7D | +4.0% | +11.6% | -7.6% | +2.5% |
| 30D | -7.8% | -10.2% | +2.4% | -6.6% |
| 3M | -16.4% | -14.8% | -1.5% | -14.8% |
| 6M | +3.5% | -10.1% | +13.6% | +4.4% |
| YTD | +6.7% | +55.5% | -48.8% | -2.9% |
| 1Y | +14.5% | +61.7% | -47.2% | +3.4% |
| 3Y | +243.5% | +37.2% | +206.4% | +219.8% |
| All | +243.5% | +33.7% | +209.8% | +219.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling