+188.0%
SOUN vs SAN
+343.8%
-155.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.4% |
| 7D | -4.4% | -0.5% | -4.0% | -4.1% |
| 30D | -13.1% | -0.1% | -13.1% | -13.2% |
| 3M | -7.7% | +19.6% | -27.3% | -20.7% |
| 6M | -21.2% | +32.7% | -53.9% | -38.5% |
| YTD | -35.0% | +26.7% | -61.7% | -48.2% |
| 1Y | -56.4% | +51.6% | -108.0% | -71.0% |
| All | +188.0% | +343.8% | -155.8% | -27.9% |
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