+2,278.5%
SAN vs M
+396.5%
+1,882.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.6% |
| 7D | +1.8% | +4.7% | -3.0% | +0.4% |
| 30D | +2.0% | -9.6% | +11.6% | +4.9% |
| 3M | +19.7% | +0.9% | +18.9% | +18.9% |
| 6M | +30.6% | +22.3% | +8.4% | +22.2% |
| YTD | +28.8% | +6.5% | +22.3% | +25.1% |
| 1Y | +57.8% | +38.8% | +19.0% | +41.1% |
| 3Y | +338.1% | +115.9% | +222.2% | +215.7% |
| 5Y | +384.2% | +28.6% | +355.6% | +272.3% |
| 10Y | +353.1% | -2.5% | +355.7% | +202.1% |
| All | +2,278.5% | +396.5% | +1,882.0% | +779.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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