+341.1%
SAN vs DGX
+93.2%
+247.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | -2.8% | -3.5% | +0.7% | -2.4% |
| 30D | -0.5% | -2.7% | +2.1% | -0.2% |
| 3M | +22.7% | +13.9% | +8.8% | +20.6% |
| 6M | +28.8% | +16.0% | +12.8% | +26.1% |
| YTD | +26.3% | +34.9% | -8.7% | +20.0% |
| 1Y | +48.8% | +30.6% | +18.3% | +42.2% |
| All | +341.1% | +93.2% | +247.9% | +285.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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