-70.2%
SMR vs SAN
+49.3%
-119.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.3% |
| 7D | +4.7% | -2.8% | +7.5% | +7.2% |
| 30D | +3.2% | -0.5% | +3.8% | +3.6% |
| 3M | +9.9% | +22.7% | -12.8% | -7.0% |
| 6M | -15.1% | +28.8% | -43.9% | -29.4% |
| YTD | -27.9% | +26.3% | -54.2% | -43.4% |
| 1Y | -70.2% | +48.8% | -119.1% | -80.0% |
| All | -70.2% | +49.3% | -119.5% | -80.0% |
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