+1,607.4%
SAN vs DAR
+1,334.0%
+273.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | +4.9% | -9.9% | +14.9% | +6.1% |
| 30D | -13.0% | -16.4% | +3.4% | -11.3% |
| 3M | -18.9% | -17.1% | -1.8% | -17.4% |
| 6M | -4.1% | -20.5% | +16.3% | -2.1% |
| YTD | +2.6% | +39.4% | -36.8% | -1.9% |
| 1Y | +16.9% | +57.2% | -40.3% | +10.3% |
| 3Y | +239.1% | +13.9% | +225.2% | +226.6% |
| 5Y | +266.8% | -40.8% | +307.7% | +276.6% |
| 10Y | +246.0% | +276.2% | -30.2% | +194.3% |
| All | +1,607.4% | +1,334.0% | +273.4% | +1,216.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling