+96.5%
STM vs SAN
+23.5%
+73.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.4% | -12.5% | -10.4% |
| 7D | -6.0% | +4.5% | -10.5% | -9.1% |
| 30D | -20.9% | -12.1% | -8.9% | -13.3% |
| 3M | -15.8% | -15.6% | -0.2% | -5.4% |
| 6M | -17.0% | +5.8% | -22.8% | -19.1% |
| YTD | +76.8% | +5.5% | +71.3% | +66.5% |
| 1Y | +96.5% | +23.6% | +72.9% | +64.7% |
| All | +96.5% | +23.5% | +73.0% | +64.7% |
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 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