+14,631.7%
SPGI vs SAN
+1,723.1%
+12,908.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.6% |
| 7D | -0.8% | +1.0% | -1.8% | -1.2% |
| 30D | +14.3% | -9.4% | +23.6% | +17.2% |
| 3M | +14.5% | -17.1% | +31.6% | +20.3% |
| 6M | +17.3% | +2.2% | +15.1% | +15.6% |
| YTD | -4.6% | +6.0% | -10.6% | -7.6% |
| 1Y | +0.8% | +12.7% | -11.9% | -4.3% |
| 3Y | +28.8% | +242.1% | -213.4% | -13.1% |
| 5Y | +14.0% | +293.6% | -279.6% | -28.4% |
| 10Y | +332.5% | +266.1% | +66.4% | +158.5% |
| All | +14,631.7% | +1,723.1% | +12,908.6% | +5,967.5% |
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