+416.8%
SAN vs IBB
+560.8%
-144.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.2% |
| 7D | +1.8% | +1.4% | +0.4% | +0.8% |
| 30D | +2.0% | +10.5% | -8.5% | -4.9% |
| 3M | +19.7% | +23.6% | -3.9% | +3.5% |
| 6M | +30.6% | +22.6% | +8.0% | +13.6% |
| YTD | +28.8% | +25.7% | +3.2% | +10.2% |
| 1Y | +57.8% | +51.4% | +6.4% | +18.9% |
| 3Y | +338.1% | +64.4% | +273.8% | +206.9% |
| 5Y | +384.2% | +22.1% | +362.1% | +307.1% |
| 10Y | +353.1% | +132.5% | +220.7% | +131.2% |
| All | +416.8% | +560.8% | -144.0% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling