+1.8%
SPGI vs SAN
+16.7%
-14.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.6% |
| 7D | +0.3% | +4.9% | -4.6% | -0.5% |
| 30D | +18.4% | -13.0% | +31.4% | +20.8% |
| 3M | +15.7% | -18.9% | +34.6% | +19.4% |
| 6M | +17.3% | -4.1% | +21.4% | +17.7% |
| YTD | -4.7% | +2.6% | -7.3% | -3.3% |
| 1Y | +1.8% | +16.9% | -15.1% | +2.3% |
| All | +1.8% | +16.7% | -14.9% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling