+264.0%
SPOT vs SAN
+202.4%
+61.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | -0.9% | +1.8% | -2.7% | -1.4% |
| 30D | +12.5% | +2.0% | +10.5% | +11.9% |
| 3M | +9.9% | +19.7% | -9.8% | +4.6% |
| 6M | +1.6% | +30.6% | -29.1% | -6.0% |
| YTD | -6.6% | +28.8% | -35.4% | -13.7% |
| 1Y | -22.9% | +57.8% | -80.7% | -32.8% |
| 3Y | +244.3% | +338.1% | -93.9% | +124.3% |
| 5Y | +117.8% | +384.2% | -266.4% | +33.4% |
| All | +264.0% | +202.4% | +61.6% | +153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling