+44.4%
SITM vs SAN
+23.5%
+20.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +6.4% | -15.8% | -13.1% |
| 7D | -19.5% | +4.5% | -24.1% | -22.0% |
| 30D | -43.2% | -12.1% | -31.1% | -38.1% |
| 3M | -30.8% | -15.6% | -15.3% | -22.5% |
| 6M | -28.6% | +5.8% | -34.4% | -31.0% |
| YTD | +14.2% | +5.5% | +8.7% | +4.8% |
| 1Y | +44.4% | +23.6% | +20.8% | +13.1% |
| All | +44.4% | +23.5% | +20.9% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling