+1,269.2%
SMH vs SAN
+461.2%
+808.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +5.2% | +3.3% | +1.9% | +3.7% |
| 30D | -1.5% | +1.1% | -2.6% | -2.1% |
| 3M | -4.1% | +22.2% | -26.3% | -12.1% |
| 6M | +50.8% | +36.0% | +14.7% | +31.9% |
| YTD | +59.3% | +28.2% | +31.1% | +42.2% |
| 1Y | +94.1% | +54.1% | +40.0% | +60.0% |
| 3Y | +286.7% | +354.2% | -67.5% | +96.7% |
| 5Y | +339.4% | +387.3% | -47.9% | +109.9% |
| 10Y | +1,803.3% | +334.8% | +1,468.5% | +770.8% |
| All | +1,269.2% | +461.2% | +808.0% | +215.6% |
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 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