+3.2%
SLB vs SAN
+339.3%
-336.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +0.8% | +1.8% | -0.9% | +0.3% |
| 30D | +15.8% | +2.0% | +13.8% | +15.1% |
| 3M | -0.3% | +19.7% | -20.1% | -5.8% |
| 6M | +21.3% | +30.6% | -9.3% | +11.3% |
| YTD | +52.3% | +28.8% | +23.5% | +39.4% |
| 1Y | +63.6% | +57.8% | +5.8% | +40.5% |
| All | +3.2% | +339.3% | -336.1% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling