+589.4%
SE vs SAN
+198.0%
+391.4%
-90.5%
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 | -6.1% | +1.8% | -7.9% | -6.8% |
| 30D | -2.5% | +2.0% | -4.4% | -3.3% |
| 3M | +21.7% | +19.7% | +2.0% | +12.7% |
| 6M | +27.0% | +30.6% | -3.6% | +13.1% |
| YTD | -12.1% | +28.8% | -41.0% | -21.4% |
| 1Y | -40.9% | +57.8% | -98.7% | -51.6% |
| 3Y | +191.0% | +338.1% | -147.1% | +53.8% |
| 5Y | -68.3% | +384.2% | -452.5% | -84.2% |
| All | +589.4% | +198.0% | +391.4% | +245.5% |
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