+16.9%
SAN vs FIVE
+55.9%
-38.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.2% |
| 7D | +4.9% | -0.3% | +5.2% | +4.9% |
| 30D | -13.0% | +17.7% | -30.6% | -15.4% |
| 3M | -18.9% | +4.0% | -22.8% | -19.6% |
| 6M | -4.1% | +2.6% | -6.8% | -3.8% |
| YTD | +2.6% | +27.6% | -25.0% | -3.4% |
| 1Y | +16.9% | +59.9% | -43.0% | +5.4% |
| All | +16.9% | +55.9% | -38.9% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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