-61.0%
SMR vs SAN
+4.9%
-66.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.8% |
| 7D | -8.3% | +4.0% | -12.3% | -10.9% |
| 30D | -20.1% | -7.8% | -12.2% | -12.9% |
| 3M | -52.7% | -16.4% | -36.3% | -42.8% |
| 6M | -61.0% | +3.5% | -64.6% | -63.9% |
| All | -61.0% | +4.9% | -66.0% | -63.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling