+23.6%
SAN vs DOC
+21.8%
+1.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.1% | +3.3% | +5.4% |
| 7D | +4.5% | +8.7% | -4.2% | +1.8% |
| 30D | -12.1% | +7.6% | -19.7% | -14.2% |
| 3M | -15.6% | -5.3% | -10.3% | -14.1% |
| 6M | +5.8% | +27.6% | -21.8% | -3.6% |
| YTD | +5.5% | +32.4% | -26.9% | -3.4% |
| 1Y | +23.6% | +22.9% | +0.7% | +15.0% |
| All | +23.6% | +21.8% | +1.8% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling