+3.5%
SAN vs SUNB
+13.7%
-10.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.6% |
| 7D | +4.0% | +6.7% | -2.7% | +3.3% |
| 30D | -7.8% | +8.7% | -16.5% | -8.8% |
| 3M | -16.4% | +1.6% | -18.0% | -16.3% |
| 6M | +3.5% | +9.6% | -6.1% | +1.8% |
| All | +3.5% | +13.7% | -10.1% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 6mo: compounded portfolio wealth divided by compounded SUNB 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…
6mo analysis · Full analysis span regression · 6 months rolling