+2,101.2%
SAN vs DTE
+3,490.8%
-1,389.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | +1.8% | +0.2% | +1.6% | +1.7% |
| 30D | +2.0% | -2.6% | +4.5% | +3.4% |
| 3M | +19.7% | -3.9% | +23.6% | +21.9% |
| 6M | +30.6% | -7.9% | +38.5% | +35.6% |
| YTD | +28.8% | +7.2% | +21.7% | +22.6% |
| 1Y | +57.8% | +3.1% | +54.7% | +53.1% |
| 3Y | +338.1% | +47.6% | +290.5% | +242.3% |
| 5Y | +384.2% | +32.7% | +351.5% | +295.0% |
| 10Y | +353.1% | +138.8% | +214.4% | +156.1% |
| All | +2,101.2% | +3,490.8% | -1,389.6% | +370.1% |
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