+4,608.4%
SITM vs SAN
+361.8%
+4,246.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +7.0% |
| 7D | +9.7% | +1.8% | +7.9% | +8.5% |
| 30D | +12.7% | +2.0% | +10.7% | +11.4% |
| 3M | -13.4% | +19.7% | -33.1% | -22.1% |
| 6M | +59.6% | +30.6% | +29.0% | +36.3% |
| YTD | +73.3% | +28.8% | +44.5% | +47.6% |
| 1Y | +165.5% | +57.8% | +107.8% | +101.3% |
| 3Y | +368.7% | +338.1% | +30.6% | +99.2% |
| 5Y | +172.5% | +384.2% | -211.7% | +6.6% |
| All | +4,608.4% | +361.8% | +4,246.5% | +1,796.2% |
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