+56.8%
SAP vs SAN
+381.9%
-325.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -0.3% | +3.3% | -3.6% | -1.4% |
| 30D | +2.6% | +1.1% | +1.5% | +2.1% |
| 3M | +16.3% | +22.2% | -5.9% | +8.0% |
| 6M | +6.4% | +36.0% | -29.6% | -5.3% |
| YTD | -11.4% | +28.2% | -39.7% | -20.0% |
| 1Y | -20.4% | +54.1% | -74.5% | -33.1% |
| 3Y | +56.5% | +354.2% | -297.7% | -14.1% |
| 5Y | +56.8% | +387.3% | -330.5% | -21.9% |
| All | +56.8% | +381.9% | -325.2% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling