-52.0%
SOUN vs SAN
+379.6%
-431.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.8% | -5.1% | -6.2% |
| 7D | -15.5% | +1.0% | -16.5% | -16.1% |
| 30D | -26.2% | -9.4% | -16.9% | -21.8% |
| 3M | -51.4% | -17.1% | -34.2% | -45.6% |
| 6M | -55.3% | +2.2% | -57.5% | -56.3% |
| YTD | -63.9% | +6.0% | -69.9% | -65.9% |
| 1Y | -72.8% | +12.7% | -85.5% | -75.4% |
| 3Y | +101.1% | +242.1% | -141.0% | +1.7% |
| All | -52.0% | +379.6% | -431.6% | -77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling