+23.6%
SAN vs EXEL
+92.4%
-68.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.6% | +5.8% | +6.3% |
| 7D | +4.5% | +9.8% | -5.2% | +3.0% |
| 30D | -12.1% | +23.6% | -35.7% | -15.3% |
| 3M | -15.6% | +29.9% | -45.5% | -19.4% |
| 6M | +5.8% | +64.7% | -58.9% | -5.0% |
| YTD | +5.5% | +66.0% | -60.5% | -6.4% |
| 1Y | +23.6% | +92.0% | -68.4% | +4.2% |
| All | +23.6% | +92.4% | -68.8% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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