+24.7%
SAN vs IRE
-97.2%
+121.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +39.6% | -41.8% | -3.4% |
| 7D | +4.9% | -27.2% | +32.1% | +5.3% |
| 30D | -13.0% | -75.1% | +62.1% | -9.6% |
| 3M | -18.9% | -77.9% | +59.0% | -16.0% |
| 6M | -4.1% | -94.6% | +90.4% | +1.7% |
| YTD | +2.6% | -91.5% | +94.1% | +6.2% |
| 1Y | +16.9% | -97.8% | +114.8% | +19.7% |
| All | +24.7% | -97.2% | +121.9% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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