-85.6%
SMR vs SAN
+23.5%
-109.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.4% | -10.9% | -9.2% |
| 7D | -9.5% | +4.5% | -14.1% | -12.8% |
| 30D | -33.2% | -12.1% | -21.1% | -26.0% |
| 3M | -45.9% | -15.6% | -30.4% | -38.4% |
| 6M | -57.9% | +5.8% | -63.7% | -59.1% |
| YTD | -63.8% | +5.5% | -69.3% | -67.6% |
| 1Y | -85.6% | +23.6% | -109.2% | -88.0% |
| All | -85.6% | +23.5% | -109.1% | -88.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling