+255.9%
SPOT vs SAN
+254.8%
+1.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -3.0% | +3.4% | -6.4% | -3.5% |
| 30D | +15.2% | -6.3% | +21.5% | +16.3% |
| 3M | +21.6% | -14.1% | +35.7% | +24.5% |
| 6M | +45.2% | +4.2% | +41.0% | +42.9% |
| YTD | +4.9% | +9.0% | -4.1% | +1.2% |
| 1Y | -4.8% | +18.8% | -23.5% | -10.3% |
| All | +255.9% | +254.8% | +1.1% | +163.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling