+387.3%
SAN vs EXEL
+195.7%
+191.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | +3.3% | +1.4% | +2.0% | +3.1% |
| 30D | +1.1% | +6.7% | -5.6% | +0.1% |
| 3M | +22.2% | +11.5% | +10.7% | +20.0% |
| 6M | +36.0% | +38.8% | -2.8% | +28.9% |
| YTD | +28.2% | +31.6% | -3.3% | +22.3% |
| 1Y | +54.1% | +53.0% | +1.1% | +43.3% |
| 3Y | +354.2% | +160.8% | +193.4% | +277.9% |
| 5Y | +387.3% | +190.1% | +197.2% | +276.5% |
| All | +387.3% | +195.7% | +191.5% | +276.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling