-78.0%
SE vs SAN
+294.0%
-372.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +0.8% |
| 7D | -0.5% | +4.0% | -4.5% | -2.7% |
| 30D | -20.9% | -7.8% | -13.1% | -17.6% |
| 3M | -38.9% | -16.4% | -22.5% | -33.0% |
| 6M | -19.4% | +3.5% | -22.9% | -22.1% |
| YTD | -40.9% | +6.7% | -47.6% | -44.3% |
| 1Y | -46.2% | +14.5% | -60.7% | -51.5% |
| 3Y | +63.7% | +243.5% | -179.8% | -28.1% |
| All | -78.0% | +294.0% | -372.1% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling