+97.4%
STM vs SAN
+55.7%
+41.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +5.2% | +3.3% | +1.9% | +2.6% |
| 30D | -7.4% | +1.1% | -8.5% | -8.2% |
| 3M | -30.6% | +22.2% | -52.8% | -39.2% |
| 6M | +66.4% | +36.0% | +30.4% | +36.0% |
| YTD | +101.1% | +28.2% | +72.9% | +66.2% |
| 1Y | +97.4% | +54.1% | +43.2% | +47.4% |
| All | +97.4% | +55.7% | +41.6% | +47.4% |
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