+21.7%
SPYG vs SAN
+58.9%
-37.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +0.4% | +1.8% | -1.4% | -0.2% |
| 30D | -0.4% | +2.0% | -2.4% | -1.1% |
| 3M | +0.5% | +19.7% | -19.2% | -5.2% |
| 6M | +17.5% | +30.6% | -13.2% | +7.3% |
| YTD | +14.3% | +28.8% | -14.5% | +4.3% |
| 1Y | +21.7% | +57.8% | -36.1% | +5.2% |
| All | +21.7% | +58.9% | -37.2% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling