+47.4%
SO vs SAN
+339.3%
-291.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -0.2% | +1.8% | -1.9% | -0.2% |
| 30D | -4.6% | +2.0% | -6.6% | -4.6% |
| 3M | -3.0% | +19.7% | -22.8% | -3.6% |
| 6M | -8.3% | +30.6% | -38.9% | -9.1% |
| YTD | +3.5% | +28.8% | -25.3% | +2.2% |
| 1Y | -0.9% | +57.8% | -58.7% | -3.7% |
| All | +47.4% | +339.3% | -291.9% | +23.9% |
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 · 6 months rolling