-95.2%
SNDQ vs SAN
+25.9%
-121.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.6% | +11.1% |
| 7D | +11.6% | +0.2% | +11.4% | +11.5% |
| 30D | -45.1% | +0.9% | -46.0% | -44.8% |
| 3M | -68.6% | +19.1% | -87.7% | -48.9% |
| All | -95.2% | +25.9% | -121.1% | -91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling