+38.3%
SPOT vs SAN
+2.9%
+35.4%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.8% |
| 7D | -2.6% | +1.0% | -3.6% | -2.5% |
| 30D | +13.5% | -9.4% | +22.8% | +11.8% |
| 3M | +22.2% | -17.1% | +39.4% | +19.3% |
| 6M | +38.3% | +2.2% | +36.1% | +46.4% |
| All | +38.3% | +2.9% | +35.4% | +46.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling