+293.6%
SAN vs IBB
+40.3%
+253.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -1.6% |
| 7D | +1.0% | +1.6% | -0.6% | +0.1% |
| 30D | -9.4% | +6.7% | -16.1% | -12.8% |
| 3M | -17.1% | +6.3% | -23.5% | -20.5% |
| 6M | +2.2% | +23.9% | -21.7% | -10.6% |
| YTD | +6.0% | +26.6% | -20.6% | -8.3% |
| 1Y | +12.7% | +29.6% | -16.9% | -3.9% |
| 3Y | +242.1% | +86.1% | +156.1% | +130.8% |
| 5Y | +293.6% | +40.3% | +253.3% | +172.0% |
| All | +293.6% | +40.3% | +253.3% | +172.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling