+27.6%
SAN vs IRE
-98.0%
+125.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -33.9% | +33.4% | +0.6% |
| 7D | +3.5% | -57.1% | +60.6% | +5.8% |
| 30D | -13.2% | -84.4% | +71.2% | -8.3% |
| 3M | -16.9% | -85.0% | +68.0% | -12.8% |
| 6M | +2.3% | -95.2% | +97.6% | +9.2% |
| YTD | +4.9% | -93.9% | +98.9% | +10.0% |
| 1Y | +20.4% | -98.8% | +119.3% | +24.5% |
| All | +27.6% | -98.0% | +125.6% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling