+344.0%
SAN vs IBB
+64.8%
+279.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | +1.8% | +1.4% | +0.4% | +1.1% |
| 30D | +2.0% | +10.5% | -8.5% | -3.5% |
| 3M | +19.7% | +23.6% | -3.9% | +6.6% |
| 6M | +30.6% | +22.6% | +8.0% | +16.7% |
| YTD | +28.8% | +25.7% | +3.2% | +13.9% |
| 1Y | +57.8% | +51.4% | +6.4% | +27.4% |
| All | +344.0% | +64.8% | +279.2% | +263.3% |
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