+2,432.7%
SAP vs SAN
+1,488.4%
+944.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.2% |
| 7D | -0.7% | +4.9% | -5.6% | -2.6% |
| 30D | +11.1% | -13.0% | +24.1% | +17.3% |
| 3M | +17.0% | -18.9% | +35.9% | +26.8% |
| 6M | +34.8% | -4.1% | +39.0% | +35.3% |
| YTD | -2.2% | +2.6% | -4.8% | -5.8% |
| 1Y | -6.4% | +16.9% | -23.4% | -14.8% |
| 3Y | +75.1% | +239.1% | -163.9% | -0.8% |
| 5Y | +69.8% | +266.8% | -197.0% | -10.5% |
| 10Y | +219.8% | +246.0% | -26.2% | +54.7% |
| All | +2,432.7% | +1,488.4% | +944.3% | +371.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling