+18.8%
SAN vs SM
+72.9%
-54.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.2% | +0.8% |
| 7D | +3.4% | +0.3% | +3.1% | +3.6% |
| 30D | -6.3% | -17.3% | +11.1% | -9.9% |
| 3M | -14.1% | -3.6% | -10.5% | -13.7% |
| 6M | +4.2% | +2.9% | +1.3% | +7.6% |
| YTD | +9.0% | +70.2% | -61.2% | +11.7% |
| 1Y | +18.8% | +66.5% | -47.7% | +21.2% |
| All | +18.8% | +72.9% | -54.2% | +21.2% |
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