+332.3%
SAN vs MKTX
+1,445.7%
-1,113.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | +3.3% | +0.4% | +2.9% | +3.2% |
| 30D | +1.1% | +1.0% | +0.1% | +0.8% |
| 3M | +22.2% | +41.3% | -19.1% | +10.0% |
| 6M | +36.0% | -11.3% | +47.3% | +38.4% |
| YTD | +28.2% | -8.6% | +36.8% | +29.0% |
| 1Y | +54.1% | -11.1% | +65.2% | +55.7% |
| 3Y | +354.2% | -24.5% | +378.7% | +362.2% |
| 5Y | +387.3% | -61.4% | +448.7% | +485.5% |
| 10Y | +334.8% | +6.8% | +328.0% | +243.2% |
| All | +332.3% | +1,445.7% | -1,113.4% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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