+324.4%
SNXX vs SAN
+37.3%
+287.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +5.2% |
| 7D | +27.3% | -0.5% | +27.8% | +27.7% |
| 30D | +89.3% | -0.1% | +89.4% | +88.0% |
| 3M | -29.6% | +19.6% | -49.2% | -50.1% |
| 6M | +324.4% | +32.7% | +291.7% | +148.7% |
| All | +324.4% | +37.3% | +287.1% | +148.7% |
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 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