+344.0%
SAN vs FIVE
+50.0%
+294.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -1.6% |
| 7D | +1.8% | +4.3% | -2.5% | +1.1% |
| 30D | +2.0% | +12.5% | -10.5% | -0.1% |
| 3M | +19.7% | +31.2% | -11.5% | +14.4% |
| 6M | +30.6% | +14.4% | +16.3% | +27.1% |
| YTD | +28.8% | +33.9% | -5.0% | +22.3% |
| 1Y | +57.8% | +65.1% | -7.3% | +44.5% |
| All | +344.0% | +50.0% | +294.0% | +272.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling