+2,207.3%
SAN vs SPY
+3,027.0%
-819.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.8% | +3.2% |
| 7D | +8.7% | +0.1% | +8.6% | +8.5% |
| 30D | -6.5% | -3.3% | -3.2% | -2.6% |
| 3M | -14.2% | -2.4% | -11.8% | -11.5% |
| 6M | +2.7% | +2.6% | +0.2% | -0.2% |
| YTD | +8.9% | +11.2% | -2.4% | -3.7% |
| 1Y | +23.4% | +13.4% | +10.0% | +6.6% |
| 3Y | +257.9% | +79.9% | +178.1% | +70.1% |
| 5Y | +297.8% | +72.2% | +225.6% | +98.7% |
| 10Y | +259.6% | +307.3% | -47.7% | -39.7% |
| All | +2,207.3% | +3,027.0% | -819.7% | -13.9% |
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 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