+239.1%
SAN vs SM
-20.0%
+259.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.2% |
| 7D | +4.9% | -25.9% | +30.8% | +5.0% |
| 30D | -13.0% | -15.1% | +2.1% | -13.1% |
| 3M | -18.9% | +4.9% | -23.7% | -19.5% |
| 6M | -4.1% | +6.1% | -10.3% | -5.5% |
| YTD | +2.6% | +63.4% | -60.9% | -6.0% |
| 1Y | +16.9% | +72.5% | -55.5% | +6.1% |
| 3Y | +239.1% | -16.9% | +256.0% | +225.3% |
| All | +239.1% | -20.0% | +259.1% | +225.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling