+1,325.2%
SAN vs DGX
+8,794.8%
-7,469.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.5% | -2.2% | +1.7% | +0.3% |
| 30D | -0.1% | -0.9% | +0.8% | +0.2% |
| 3M | +19.6% | +15.6% | +4.1% | +13.4% |
| 6M | +32.7% | +17.8% | +14.9% | +24.7% |
| YTD | +26.7% | +37.5% | -10.8% | +12.5% |
| 1Y | +51.6% | +31.2% | +20.5% | +36.5% |
| 3Y | +348.7% | +96.6% | +252.1% | +246.1% |
| 5Y | +378.7% | +64.9% | +313.8% | +287.7% |
| 10Y | +336.9% | +254.6% | +82.3% | +161.0% |
| All | +1,325.2% | +8,794.8% | -7,469.6% | +279.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling