+243.5%
SAN vs SFM
+27.3%
+216.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | +0.6% |
| 7D | +4.0% | +6.0% | -2.0% | +3.5% |
| 30D | -7.8% | -19.5% | +11.6% | -6.6% |
| 3M | -16.4% | -37.0% | +20.7% | -13.7% |
| 6M | +3.5% | -41.0% | +44.5% | +7.1% |
| YTD | +6.7% | -34.6% | +41.3% | +9.4% |
| 1Y | +14.5% | -36.3% | +50.8% | +17.6% |
| 3Y | +243.5% | +24.5% | +219.0% | +262.5% |
| All | +243.5% | +27.3% | +216.2% | +262.5% |
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