+319.5%
SN vs SAN
+306.7%
+12.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -9.3% | +1.8% | -11.1% | -10.1% |
| 30D | -4.8% | +2.0% | -6.8% | -5.7% |
| 3M | +40.4% | +19.7% | +20.7% | +28.2% |
| 6M | +50.9% | +30.6% | +20.3% | +32.0% |
| YTD | +54.9% | +28.8% | +26.1% | +35.0% |
| 1Y | +43.0% | +57.8% | -14.7% | +13.3% |
| 3Y | +391.8% | +338.1% | +53.7% | +147.6% |
| All | +319.5% | +306.7% | +12.8% | +111.0% |
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 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