+958.5%
SLB vs SAN
+2,116.5%
-1,158.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +0.8% | +1.8% | -0.9% | +0.1% |
| 30D | +15.8% | +2.0% | +13.8% | +14.9% |
| 3M | -0.3% | +19.7% | -20.1% | -7.5% |
| 6M | +21.3% | +30.6% | -9.3% | +8.2% |
| YTD | +52.3% | +28.8% | +23.5% | +35.8% |
| 1Y | +63.6% | +57.8% | +5.8% | +34.4% |
| 3Y | +3.8% | +338.1% | -334.4% | -44.5% |
| 5Y | +128.6% | +384.2% | -255.6% | +13.9% |
| 10Y | -3.1% | +353.1% | -356.2% | -50.8% |
| All | +958.5% | +2,116.5% | -1,158.0% | +300.8% |
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