+528.0%
SPYG vs SAN
+340.1%
+187.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | +2.3% | +4.0% | -1.7% | +1.1% |
| 30D | -6.5% | -7.8% | +1.4% | -4.3% |
| 3M | -6.8% | -16.4% | +9.5% | -2.0% |
| 6M | -3.1% | +3.5% | -6.7% | -4.8% |
| YTD | +8.0% | +6.7% | +1.3% | +4.4% |
| 1Y | +10.2% | +14.5% | -4.3% | +4.2% |
| 3Y | +91.0% | +243.5% | -152.5% | +25.6% |
| 5Y | +67.7% | +296.2% | -228.4% | +2.4% |
| 10Y | +393.9% | +268.5% | +125.4% | +184.7% |
| All | +528.0% | +340.1% | +187.9% | +144.6% |
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