+13.4%
SPMO vs SAN
+12.6%
+0.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.2% | -1.8% |
| 7D | +6.3% | +4.0% | +2.3% | +5.0% |
| 30D | -8.9% | -7.8% | -1.0% | -6.6% |
| 3M | -13.2% | -16.4% | +3.1% | -8.2% |
| 6M | -9.3% | +3.5% | -12.8% | -10.9% |
| YTD | +11.6% | +6.7% | +4.9% | +6.8% |
| 1Y | +13.4% | +14.5% | -1.1% | +6.0% |
| All | +13.4% | +12.6% | +0.7% | +6.0% |
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 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