+13.7%
SPGI vs SAN
+294.0%
-280.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +1.2% | +4.0% | -2.8% | +0.3% |
| 30D | +15.9% | -7.8% | +23.7% | +17.8% |
| 3M | +12.3% | -16.4% | +28.7% | +16.5% |
| 6M | +23.7% | +3.5% | +20.2% | +22.0% |
| YTD | -3.5% | +6.7% | -10.2% | -6.0% |
| 1Y | +0.4% | +14.5% | -14.1% | -3.8% |
| 3Y | +29.9% | +243.5% | -213.6% | -6.4% |
| All | +13.7% | +294.0% | -280.3% | -23.6% |
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