+5,923.7%
SPG vs SAN
+1,729.8%
+4,193.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.1% | -4.1% | -0.4% |
| 7D | +5.1% | +8.7% | -3.6% | +1.6% |
| 30D | +16.8% | -6.5% | +23.3% | +19.5% |
| 3M | +5.7% | -14.2% | +19.8% | +11.5% |
| 6M | +17.8% | +2.7% | +15.1% | +15.0% |
| YTD | +30.1% | +8.9% | +21.2% | +22.6% |
| 1Y | +32.8% | +23.4% | +9.4% | +18.9% |
| 3Y | +137.2% | +257.9% | -120.7% | +34.4% |
| 5Y | +81.5% | +297.8% | -216.3% | -5.2% |
| 10Y | +116.5% | +259.6% | -143.1% | +13.9% |
| All | +5,923.7% | +1,729.8% | +4,193.9% | +2,196.7% |
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