+5,805.1%
SPG vs SAN
+1,624.1%
+4,181.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.7% |
| 7D | +4.9% | +4.9% | 0.0% | +2.9% |
| 30D | +15.6% | -13.0% | +28.6% | +21.7% |
| 3M | +4.1% | -18.9% | +22.9% | +12.3% |
| 6M | +13.6% | -4.1% | +17.7% | +14.0% |
| YTD | +27.5% | +2.6% | +25.0% | +23.1% |
| 1Y | +32.2% | +16.9% | +15.3% | +20.9% |
| 3Y | +126.0% | +239.1% | -113.0% | +30.9% |
| 5Y | +74.7% | +266.8% | -192.1% | -5.6% |
| 10Y | +112.8% | +246.0% | -133.2% | +13.8% |
| All | +5,805.1% | +1,624.1% | +4,181.0% | +2,206.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling