-20.4%
SAP vs SAN
+55.7%
-76.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -0.3% | +3.3% | -3.6% | -0.8% |
| 30D | +2.6% | +1.1% | +1.5% | +2.4% |
| 3M | +16.3% | +22.2% | -5.9% | +11.7% |
| 6M | +6.4% | +36.0% | -29.6% | -0.1% |
| YTD | -11.4% | +28.2% | -39.7% | -15.3% |
| 1Y | -20.4% | +54.1% | -74.5% | -24.1% |
| All | -20.4% | +55.7% | -76.1% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling