+51.6%
SAN vs SM
+46.0%
+5.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.1% |
| 7D | -0.5% | -0.2% | -0.2% | -0.5% |
| 30D | -0.1% | +20.3% | -20.4% | +3.5% |
| 3M | +19.6% | +22.9% | -3.3% | +25.2% |
| 6M | +32.7% | +47.8% | -15.1% | +40.2% |
| YTD | +26.7% | +107.5% | -80.8% | +29.8% |
| 1Y | +51.6% | +51.7% | -0.1% | +60.4% |
| All | +51.6% | +46.0% | +5.6% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling