+81.8%
SPY vs SAN
+381.9%
-300.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | +0.5% | +3.3% | -2.8% | -0.4% |
| 30D | -0.9% | +1.1% | -2.0% | -1.3% |
| 3M | +3.9% | +22.2% | -18.3% | -1.9% |
| 6M | +14.5% | +36.0% | -21.5% | +4.7% |
| YTD | +12.9% | +28.2% | -15.3% | +4.4% |
| 1Y | +19.4% | +54.1% | -34.8% | +4.6% |
| 3Y | +78.5% | +354.2% | -275.8% | +13.4% |
| 5Y | +81.8% | +387.3% | -305.5% | +6.5% |
| All | +81.8% | +381.9% | -300.2% | +6.5% |
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 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