+1,722.5%
SAN vs DTE
+3,620.6%
-1,898.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +4.0% | +3.4% | +0.6% | +2.2% |
| 30D | -7.8% | +8.9% | -16.7% | -12.0% |
| 3M | -16.4% | +1.1% | -17.4% | -16.9% |
| 6M | +3.5% | +0.1% | +3.4% | +2.9% |
| YTD | +6.7% | +11.1% | -4.4% | -0.5% |
| 1Y | +14.5% | +4.9% | +9.5% | +10.1% |
| 3Y | +243.5% | +58.6% | +185.0% | +158.6% |
| 5Y | +296.2% | +47.3% | +248.9% | +204.9% |
| 10Y | +268.5% | +151.3% | +117.2% | +102.6% |
| All | +1,722.5% | +3,620.6% | -1,898.0% | +281.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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