+20.4%
SAN vs DOC
+21.7%
-1.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +3.5% | +6.2% | -2.7% | +1.5% |
| 30D | -13.2% | +6.5% | -19.7% | -14.9% |
| 3M | -16.9% | -6.2% | -10.7% | -15.2% |
| 6M | +2.3% | +25.6% | -23.2% | -6.0% |
| YTD | +4.9% | +32.1% | -27.1% | -3.5% |
| 1Y | +20.4% | +20.3% | +0.1% | +12.4% |
| All | +20.4% | +21.7% | -1.3% | +12.4% |
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