+142.6%
SN vs SAN
+16.7%
+125.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.7% |
| 7D | +7.2% | +4.9% | +2.3% | +4.7% |
| 30D | +20.4% | -13.0% | +33.4% | +28.2% |
| 3M | +23.9% | -18.9% | +42.8% | +36.2% |
| 6M | +93.0% | -4.1% | +97.2% | +91.8% |
| YTD | +99.2% | +2.6% | +96.7% | +80.6% |
| 1Y | +142.6% | +16.9% | +125.7% | +93.0% |
| All | +142.6% | +16.7% | +125.9% | +93.0% |
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