+286.8%
SMH vs SAN
+343.8%
-57.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +4.3% | -0.5% | +4.8% | +4.5% |
| 30D | +0.9% | -0.1% | +0.9% | +0.8% |
| 3M | -2.8% | +19.6% | -22.5% | -10.5% |
| 6M | +45.6% | +32.7% | +12.9% | +28.0% |
| YTD | +59.5% | +26.7% | +32.8% | +42.1% |
| 1Y | +93.4% | +51.6% | +41.8% | +59.8% |
| All | +286.8% | +343.8% | -57.0% | +125.0% |
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