+3,029.2%
SPY vs SAN
+2,185.4%
+843.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.1% | -3.8% | +0.5% |
| 7D | +0.1% | +8.7% | -8.6% | -2.5% |
| 30D | -3.3% | -6.5% | +3.2% | -1.6% |
| 3M | -2.4% | -14.2% | +11.8% | +1.8% |
| 6M | +2.6% | +2.7% | -0.2% | +1.0% |
| YTD | +11.2% | +8.9% | +2.4% | +6.7% |
| 1Y | +13.4% | +23.4% | -10.0% | +4.6% |
| 3Y | +79.9% | +257.9% | -178.1% | +17.1% |
| 5Y | +72.2% | +297.8% | -225.6% | +5.2% |
| 10Y | +307.3% | +259.6% | +47.7% | +138.7% |
| All | +3,029.2% | +2,185.4% | +843.8% | +978.5% |
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