+48.8%
SAN vs FND
-45.8%
+94.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -2.8% | -5.1% | +2.3% | -1.6% |
| 30D | -0.5% | -22.5% | +22.0% | +5.6% |
| 3M | +22.7% | -5.0% | +27.7% | +22.5% |
| 6M | +28.8% | -21.5% | +50.3% | +32.6% |
| YTD | +26.3% | -23.0% | +49.3% | +30.1% |
| 1Y | +48.8% | -44.9% | +93.7% | +58.6% |
| All | +48.8% | -45.8% | +94.7% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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