+78.0%
SPG vs SAN
+267.8%
-189.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.5% |
| 7D | +4.9% | +4.9% | 0.0% | +3.4% |
| 30D | +15.6% | -13.0% | +28.6% | +20.3% |
| 3M | +4.1% | -18.9% | +22.9% | +10.4% |
| 6M | +13.6% | -4.1% | +17.7% | +13.8% |
| YTD | +27.5% | +2.6% | +25.0% | +23.9% |
| 1Y | +32.2% | +16.9% | +15.3% | +22.8% |
| 3Y | +126.0% | +239.1% | -113.0% | +41.6% |
| All | +78.0% | +267.8% | -189.8% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling