+13,845.6%
SPGI vs SAN
+2,116.5%
+11,729.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +0.1% | +1.8% | -1.6% | -0.4% |
| 30D | +8.4% | +2.0% | +6.4% | +7.8% |
| 3M | +11.8% | +19.7% | -7.9% | +5.9% |
| 6M | +5.7% | +30.6% | -24.9% | -2.9% |
| YTD | -9.7% | +28.8% | -38.5% | -17.0% |
| 1Y | -12.5% | +57.8% | -70.2% | -24.3% |
| 3Y | +21.8% | +338.1% | -316.3% | -23.1% |
| 5Y | +8.2% | +384.2% | -376.0% | -35.8% |
| 10Y | +309.5% | +353.1% | -43.6% | +130.8% |
| All | +13,845.6% | +2,116.5% | +11,729.2% | +5,354.9% |
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