+3,094.0%
SPY vs SAN
+2,604.9%
+489.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +0.1% | +1.8% | -1.7% | -0.4% |
| 30D | +0.1% | +2.0% | -1.9% | -0.6% |
| 3M | +2.0% | +19.7% | -17.7% | -3.7% |
| 6M | +13.0% | +30.6% | -17.6% | +3.5% |
| YTD | +13.5% | +28.8% | -15.3% | +3.9% |
| 1Y | +20.0% | +57.8% | -37.8% | +2.9% |
| 3Y | +77.2% | +338.1% | -260.9% | +8.6% |
| 5Y | +81.9% | +384.2% | -302.3% | +4.8% |
| 10Y | +314.1% | +353.1% | -39.1% | +126.5% |
| All | +3,094.0% | +2,604.9% | +489.2% | +949.6% |
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 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