+239.1%
SAN vs EXEL
+231.1%
+7.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.4% |
| 7D | +4.9% | +0.3% | +4.7% | +4.9% |
| 30D | -13.0% | +19.0% | -32.0% | -14.8% |
| 3M | -18.9% | +33.3% | -52.1% | -21.6% |
| 6M | -4.1% | +42.9% | -47.0% | -8.3% |
| YTD | +2.6% | +58.7% | -56.2% | -3.4% |
| 1Y | +16.9% | +70.5% | -53.6% | +9.3% |
| 3Y | +239.1% | +233.8% | +5.2% | +205.9% |
| All | +239.1% | +231.1% | +7.9% | +205.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling