+226.8%
SOXX vs SAN
+352.3%
-125.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +0.8% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | -3.6% | +0.9% | -4.5% | -4.1% |
| 3M | -10.2% | +19.1% | -29.3% | -17.5% |
| 6M | +54.2% | +33.2% | +21.0% | +34.5% |
| YTD | +75.2% | +29.1% | +46.1% | +53.9% |
| 1Y | +107.5% | +50.2% | +57.3% | +70.4% |
| 3Y | +226.8% | +351.0% | -124.3% | +83.8% |
| All | +226.8% | +352.3% | -125.5% | +83.8% |
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 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