+53.5%
SAN vs EXEL
+52.9%
+0.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | +3.3% | +1.4% | +2.0% | +3.2% |
| 30D | +1.1% | +6.7% | -5.6% | +0.3% |
| 3M | +22.2% | +11.5% | +10.7% | +20.4% |
| 6M | +36.0% | +38.8% | -2.8% | +29.7% |
| YTD | +28.2% | +31.6% | -3.3% | +22.5% |
| All | +53.5% | +52.9% | +0.6% | +47.0% |
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