+70.3%
SE vs SAN
+235.5%
-165.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +1.0% |
| 7D | +2.0% | +4.9% | -2.9% | +0.1% |
| 30D | -20.0% | -13.0% | -7.0% | -15.6% |
| 3M | -31.8% | -18.9% | -12.9% | -26.1% |
| 6M | -15.9% | -4.1% | -11.7% | -15.1% |
| YTD | -40.6% | +2.6% | -43.2% | -41.9% |
| 1Y | -50.7% | +16.9% | -67.6% | -54.1% |
| 3Y | +70.3% | +239.1% | -168.8% | +60.5% |
| All | +70.3% | +235.5% | -165.2% | +60.5% |
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 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