+1,100.1%
SAN vs DGX
+9,743.1%
-8,643.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +4.0% | +1.6% | +2.5% | +3.5% |
| 30D | -7.8% | +11.2% | -19.0% | -11.1% |
| 3M | -16.4% | +10.4% | -26.8% | -19.2% |
| 6M | +3.5% | +37.1% | -33.6% | -7.6% |
| YTD | +6.7% | +52.1% | -45.4% | -8.6% |
| 1Y | +14.5% | +40.7% | -26.2% | +0.7% |
| 3Y | +243.5% | +107.6% | +135.9% | +160.2% |
| 5Y | +296.2% | +90.6% | +205.6% | +205.2% |
| 10Y | +268.5% | +287.9% | -19.4% | +113.4% |
| All | +1,100.1% | +9,743.1% | -8,643.1% | +208.0% |
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