+210.5%
SAN vs FND
+66.0%
+144.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.2% |
| 7D | +1.8% | -5.2% | +7.0% | +3.1% |
| 30D | +2.0% | -19.9% | +21.9% | +7.6% |
| 3M | +19.7% | +2.7% | +17.0% | +17.7% |
| 6M | +30.6% | -21.7% | +52.3% | +37.1% |
| YTD | +28.8% | -17.5% | +46.4% | +32.8% |
| 1Y | +57.8% | -39.3% | +97.1% | +74.7% |
| 3Y | +338.1% | -49.8% | +387.9% | +390.4% |
| 5Y | +384.2% | -60.1% | +444.3% | +447.8% |
| All | +210.5% | +66.0% | +144.5% | +137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling