+239.1%
SAN vs SFM
+18.5%
+220.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.6% | -1.9% |
| 7D | +4.9% | -1.2% | +6.1% | +5.0% |
| 30D | -13.0% | -24.8% | +11.8% | -11.4% |
| 3M | -18.9% | -43.7% | +24.8% | -15.5% |
| 6M | -4.1% | -37.3% | +33.1% | -1.2% |
| YTD | +2.6% | -38.4% | +40.9% | +5.6% |
| 1Y | +16.9% | -36.9% | +53.9% | +20.1% |
| 3Y | +239.1% | +20.7% | +218.4% | +257.9% |
| All | +239.1% | +18.5% | +220.5% | +257.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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