+4.9%
STM vs SAN
+235.5%
-230.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.7% | +5.8% |
| 7D | -10.7% | +4.9% | -15.7% | -13.9% |
| 30D | -25.7% | -13.0% | -12.7% | -19.1% |
| 3M | -21.6% | -18.9% | -2.7% | -10.8% |
| 6M | -27.8% | -4.1% | -23.7% | -25.7% |
| YTD | +61.8% | +2.6% | +59.2% | +57.6% |
| 1Y | +78.1% | +16.9% | +61.2% | +59.9% |
| 3Y | +4.9% | +239.1% | -234.2% | -47.1% |
| All | +4.9% | +235.5% | -230.6% | -47.1% |
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