+63.7%
SE vs SAN
+247.1%
-183.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +0.9% |
| 7D | -0.5% | +4.0% | -4.5% | -2.1% |
| 30D | -20.9% | -7.8% | -13.1% | -18.5% |
| 3M | -38.9% | -16.4% | -22.5% | -34.7% |
| 6M | -19.4% | +3.5% | -22.9% | -21.2% |
| YTD | -40.9% | +6.7% | -47.6% | -43.1% |
| 1Y | -46.2% | +14.5% | -60.7% | -49.6% |
| 3Y | +63.7% | +243.5% | -179.8% | +44.0% |
| All | +63.7% | +247.1% | -183.4% | +44.0% |
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