+21,748.4%
SHW vs SAN
+1,787.7%
+19,960.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +4.2% | +10.8% | -6.5% | +1.8% |
| 30D | +11.3% | -5.7% | +17.0% | +12.8% |
| 3M | -1.8% | -13.4% | +11.6% | +1.5% |
| 6M | +12.7% | +3.5% | +9.2% | +11.5% |
| YTD | +10.4% | +9.7% | +0.7% | +7.2% |
| 1Y | +4.7% | +20.9% | -16.2% | -0.7% |
| 3Y | +42.7% | +254.3% | -211.6% | +3.0% |
| 5Y | +14.5% | +304.2% | -289.7% | -22.0% |
| 10Y | +340.7% | +260.2% | +80.5% | +189.7% |
| All | +21,748.4% | +1,787.7% | +19,960.6% | +9,094.1% |
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 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