+460.3%
SAN vs EXEL
+273.2%
+187.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +1.8% | +8.4% | -6.6% | +0.5% |
| 30D | +2.0% | +4.1% | -2.1% | +1.2% |
| 3M | +19.7% | +12.4% | +7.3% | +17.3% |
| 6M | +30.6% | +41.5% | -10.9% | +23.3% |
| YTD | +28.8% | +34.6% | -5.8% | +22.5% |
| 1Y | +57.8% | +57.9% | -0.1% | +45.7% |
| 3Y | +338.1% | +159.5% | +178.6% | +267.7% |
| 5Y | +384.2% | +198.5% | +185.7% | +292.4% |
| 10Y | +353.1% | +411.4% | -58.2% | +210.6% |
| All | +460.3% | +273.2% | +187.1% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling