+33.4%
SAN vs IRE
-97.7%
+131.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.8% | +16.6% | +1.3% |
| 7D | +10.8% | -41.9% | +52.7% | +12.0% |
| 30D | -5.7% | -75.1% | +69.3% | -2.3% |
| 3M | -13.4% | -82.4% | +69.0% | -9.7% |
| 6M | +3.5% | -95.5% | +99.1% | +10.5% |
| YTD | +9.7% | -93.1% | +102.8% | +14.2% |
| 1Y | +20.9% | -97.8% | +118.7% | +24.7% |
| All | +33.4% | -97.7% | +131.1% | +37.9% |
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