+17.9%
SPYG vs SAN
+51.4%
-33.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.4% | +0.1% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -1.5% | +0.9% | -2.5% | -1.8% |
| 3M | +3.7% | +19.1% | -15.4% | -2.0% |
| 6M | +16.4% | +33.2% | -16.8% | +5.9% |
| YTD | +13.3% | +29.1% | -15.8% | +3.3% |
| 1Y | +17.9% | +50.2% | -32.4% | +2.4% |
| All | +17.9% | +51.4% | -33.6% | +2.4% |
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