+379.9%
SAN vs PSLV
+154.2%
+225.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +0.2% | -3.5% | +3.7% | +0.9% |
| 30D | +0.9% | -2.1% | +3.1% | +1.3% |
| 3M | +19.1% | -1.6% | +20.8% | +19.0% |
| 6M | +33.2% | -25.5% | +58.7% | +40.2% |
| YTD | +29.1% | -11.4% | +40.5% | +26.0% |
| 1Y | +50.2% | +48.6% | +1.7% | +26.9% |
| 3Y | +351.0% | +166.9% | +184.2% | +222.7% |
| All | +379.9% | +154.2% | +225.7% | +226.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling