-3.6%
SMR vs SAN
+427.8%
-431.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +4.4% | +1.8% | +2.6% | +3.4% |
| 30D | +3.4% | +2.0% | +1.4% | +2.3% |
| 3M | -19.2% | +19.7% | -38.9% | -26.3% |
| 6M | -22.6% | +30.6% | -53.3% | -32.1% |
| YTD | -31.5% | +28.8% | -60.4% | -40.1% |
| 1Y | -73.1% | +57.8% | -130.8% | -78.7% |
| 3Y | +55.0% | +338.1% | -283.2% | -17.9% |
| All | -3.6% | +427.8% | -431.4% | -53.7% |
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