+62.4%
SAP vs SAN
+339.3%
-276.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.9% | +1.8% | -4.7% | -3.4% |
| 30D | +9.0% | +2.0% | +7.0% | +8.3% |
| 3M | +14.9% | +19.7% | -4.8% | +8.4% |
| 6M | +11.9% | +30.6% | -18.7% | +2.1% |
| YTD | -9.9% | +28.8% | -38.8% | -17.8% |
| 1Y | -19.5% | +57.8% | -77.3% | -31.9% |
| All | +62.4% | +339.3% | -276.9% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling