+269.8%
SAN vs SPY
+67.4%
+202.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.6% | -2.6% |
| 7D | +4.9% | -2.7% | +7.6% | +7.8% |
| 30D | -13.0% | -5.4% | -7.6% | -7.9% |
| 3M | -18.9% | -4.1% | -14.8% | -15.3% |
| 6M | -4.1% | +0.7% | -4.9% | -4.7% |
| YTD | +2.6% | +8.7% | -6.1% | -5.0% |
| 1Y | +16.9% | +10.9% | +6.1% | +6.3% |
| 3Y | +239.1% | +75.0% | +164.1% | +91.7% |
| All | +269.8% | +67.4% | +202.4% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling