+341.1%
SAN vs PSLV
+165.1%
+176.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +0.8% |
| 7D | -2.8% | -4.9% | +2.1% | -1.8% |
| 30D | -0.5% | -1.9% | +1.3% | -0.3% |
| 3M | +22.7% | +4.2% | +18.5% | +21.3% |
| 6M | +28.8% | -27.6% | +56.4% | +35.2% |
| YTD | +26.3% | -11.7% | +37.9% | +23.2% |
| 1Y | +48.8% | +49.3% | -0.5% | +26.6% |
| All | +341.1% | +165.1% | +176.0% | +238.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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