+2,233.8%
SAP vs SAN
+1,895.3%
+338.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.9% | +1.8% | -4.7% | -3.6% |
| 30D | +9.0% | +2.0% | +7.0% | +8.0% |
| 3M | +14.9% | +19.7% | -4.8% | +6.0% |
| 6M | +11.9% | +30.6% | -18.7% | -1.2% |
| YTD | -9.9% | +28.8% | -38.8% | -20.6% |
| 1Y | -19.5% | +57.8% | -77.3% | -35.1% |
| 3Y | +61.8% | +338.1% | -276.3% | -17.3% |
| 5Y | +56.2% | +384.2% | -328.0% | -26.5% |
| 10Y | +180.6% | +353.1% | -172.5% | +21.5% |
| All | +2,233.8% | +1,895.3% | +338.5% | +297.5% |
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