+99.6%
STM vs SAN
+58.9%
+40.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.5% |
| 7D | +5.8% | +1.8% | +4.0% | +4.4% |
| 30D | -1.0% | +2.0% | -3.0% | -2.5% |
| 3M | -33.3% | +19.7% | -53.0% | -40.7% |
| 6M | +57.4% | +30.6% | +26.7% | +31.5% |
| YTD | +102.2% | +28.8% | +73.3% | +67.2% |
| 1Y | +99.6% | +57.8% | +41.8% | +51.9% |
| All | +99.6% | +58.9% | +40.7% | +51.9% |
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