+112.6%
SPOT vs SAN
+384.1%
-271.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -6.5% | -0.5% | -6.0% | -6.4% |
| 30D | +2.2% | -0.1% | +2.3% | +2.2% |
| 3M | +5.4% | +19.6% | -14.2% | -1.1% |
| 6M | -4.0% | +32.7% | -36.7% | -13.9% |
| YTD | -9.9% | +26.7% | -36.6% | -18.6% |
| 1Y | -27.3% | +51.6% | -78.9% | -39.0% |
| 3Y | +236.4% | +348.7% | -112.3% | +75.0% |
| 5Y | +112.6% | +378.7% | -266.1% | -6.4% |
| All | +112.6% | +384.1% | -271.5% | -6.4% |
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