+2,074.0%
SAN vs SPY
+2,954.7%
-880.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.6% | -2.6% |
| 7D | +4.9% | -2.7% | +7.6% | +8.4% |
| 30D | -13.0% | -5.4% | -7.6% | -6.9% |
| 3M | -18.9% | -4.1% | -14.8% | -14.6% |
| 6M | -4.1% | +0.7% | -4.9% | -4.9% |
| YTD | +2.6% | +8.7% | -6.1% | -6.7% |
| 1Y | +16.9% | +10.9% | +6.1% | +3.8% |
| 3Y | +239.1% | +75.0% | +164.1% | +66.6% |
| 5Y | +266.8% | +67.8% | +199.0% | +89.1% |
| 10Y | +246.0% | +312.9% | -66.8% | -43.1% |
| All | +2,074.0% | +2,954.7% | -880.8% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling