+32.0%
SRE vs SAN
+349.3%
-317.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +1.4% | +3.3% | -1.9% | +1.1% |
| 30D | +1.9% | +1.1% | +0.8% | +1.8% |
| 3M | -3.3% | +22.2% | -25.5% | -5.8% |
| 6M | -6.4% | +36.0% | -42.4% | -10.4% |
| YTD | -1.8% | +28.2% | -30.1% | -5.7% |
| 1Y | +10.7% | +54.1% | -43.4% | +2.9% |
| All | +32.0% | +349.3% | -317.3% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling