-40.9%
SE vs SAN
+58.9%
-99.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -6.1% | +1.8% | -7.9% | -6.8% |
| 30D | -2.5% | +2.0% | -4.4% | -3.3% |
| 3M | +21.7% | +19.7% | +2.0% | +12.1% |
| 6M | +27.0% | +30.6% | -3.6% | +11.9% |
| YTD | -12.1% | +28.8% | -41.0% | -21.2% |
| 1Y | -40.9% | +57.8% | -98.7% | -48.1% |
| All | -40.9% | +58.9% | -99.8% | -48.1% |
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