+354.2%
SAN vs MDY
+51.1%
+303.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.1% |
| 7D | +3.3% | +1.0% | +2.3% | +2.5% |
| 30D | +1.1% | -3.1% | +4.2% | +3.9% |
| 3M | +22.2% | +1.8% | +20.4% | +20.6% |
| 6M | +36.0% | +10.8% | +25.2% | +25.9% |
| YTD | +28.2% | +14.4% | +13.8% | +16.2% |
| 1Y | +54.1% | +15.2% | +38.9% | +38.8% |
| 3Y | +354.2% | +51.2% | +303.1% | +237.2% |
| All | +354.2% | +51.1% | +303.2% | +237.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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