+269.8%
SAN vs RACE
+65.0%
+204.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.5% |
| 7D | +4.9% | +5.1% | -0.2% | +2.5% |
| 30D | -13.0% | +7.7% | -20.7% | -16.0% |
| 3M | -18.9% | +2.2% | -21.0% | -19.8% |
| 6M | -4.1% | +23.8% | -27.9% | -13.9% |
| YTD | +2.6% | +13.9% | -11.3% | -4.8% |
| 1Y | +16.9% | +3.8% | +13.2% | +13.3% |
| 3Y | +239.1% | +28.0% | +211.0% | +168.1% |
| All | +269.8% | +65.0% | +204.7% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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