+120.2%
SPOT vs SAN
+300.6%
-180.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -3.0% | +3.4% | -6.4% | -4.0% |
| 30D | +15.2% | -6.3% | +21.5% | +17.2% |
| 3M | +21.6% | -14.1% | +35.7% | +27.0% |
| 6M | +45.2% | +4.2% | +41.0% | +41.1% |
| YTD | +4.9% | +9.0% | -4.1% | -1.2% |
| 1Y | -4.8% | +18.8% | -23.5% | -13.4% |
| 3Y | +256.3% | +252.0% | +4.2% | +98.0% |
| 5Y | +120.2% | +299.5% | -179.3% | -2.6% |
| All | +120.2% | +300.6% | -180.4% | -2.6% |
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 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