+5,256.9%
SPG vs SAN
+2,065.7%
+3,191.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -2.4% | +1.8% | -4.2% | -3.1% |
| 30D | -6.8% | +2.0% | -8.8% | -7.6% |
| 3M | +2.7% | +19.7% | -17.1% | -5.0% |
| 6M | +5.5% | +30.6% | -25.2% | -6.3% |
| YTD | +15.7% | +28.8% | -13.1% | +2.6% |
| 1Y | +20.9% | +57.8% | -36.9% | -1.5% |
| 3Y | +112.4% | +338.1% | -225.7% | +11.5% |
| 5Y | +101.4% | +384.2% | -282.9% | -2.5% |
| 10Y | +60.6% | +353.1% | -292.5% | -22.5% |
| All | +5,256.9% | +2,065.7% | +3,191.2% | +1,822.0% |
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