+2,587.9%
SAN vs SM
+1,608.3%
+979.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.3% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +2.0% | +26.3% | -24.3% | -2.6% |
| 3M | +19.7% | +8.7% | +11.1% | +16.5% |
| 6M | +30.6% | +51.7% | -21.0% | +17.3% |
| YTD | +28.8% | +99.0% | -70.2% | +9.2% |
| 1Y | +57.8% | +34.6% | +23.2% | +43.3% |
| 3Y | +338.1% | -7.8% | +345.9% | +312.1% |
| 5Y | +384.2% | +104.8% | +279.4% | +268.4% |
| 10Y | +353.1% | +7.2% | +345.9% | +155.6% |
| All | +2,587.9% | +1,608.3% | +979.5% | +785.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling