+47.9%
SO vs SAN
+235.5%
-187.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.2% | -1.0% |
| 7D | -1.5% | +4.9% | -6.4% | -1.5% |
| 30D | +8.1% | -13.0% | +21.1% | +8.3% |
| 3M | +0.2% | -18.9% | +19.1% | +0.6% |
| 6M | +0.4% | -4.1% | +4.5% | +0.4% |
| YTD | +8.5% | +2.6% | +5.9% | +7.9% |
| 1Y | +4.9% | +16.9% | -12.0% | +3.5% |
| 3Y | +47.9% | +239.1% | -191.1% | +27.1% |
| All | +47.9% | +235.5% | -187.6% | +27.1% |
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 · 6 months rolling