+73.8%
SPYM vs SAN
+294.7%
-220.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.4% |
| 7D | +3.3% | +1.0% | +2.3% | +2.9% |
| 30D | -2.6% | -9.4% | +6.7% | -0.2% |
| 3M | -1.7% | -17.1% | +15.4% | +3.0% |
| 6M | +3.1% | +2.2% | +1.0% | +1.8% |
| YTD | +12.0% | +6.0% | +6.0% | +8.7% |
| 1Y | +12.1% | +12.7% | -0.6% | +6.9% |
| 3Y | +78.5% | +242.1% | -163.6% | +22.5% |
| 5Y | +73.8% | +293.6% | -219.8% | +11.7% |
| All | +73.8% | +294.7% | -220.8% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling