+239.1%
SAN vs IBB
+78.6%
+160.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -4.0% | -3.1% |
| 7D | +4.9% | -1.8% | +6.7% | +5.7% |
| 30D | -13.0% | +5.1% | -18.0% | -15.3% |
| 3M | -18.9% | +10.7% | -29.6% | -23.4% |
| 6M | -4.1% | +22.9% | -27.0% | -14.5% |
| YTD | +2.6% | +26.7% | -24.1% | -9.7% |
| 1Y | +16.9% | +35.1% | -18.2% | -0.2% |
| 3Y | +239.1% | +80.2% | +158.9% | +161.5% |
| All | +239.1% | +78.6% | +160.4% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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