+1,945.0%
STM vs SAN
+1,708.3%
+236.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.1% |
| 7D | -7.9% | +10.8% | -18.7% | -13.6% |
| 30D | -14.1% | -5.7% | -8.4% | -11.6% |
| 3M | -17.6% | -13.4% | -4.2% | -11.0% |
| 6M | -24.2% | +3.5% | -27.8% | -25.8% |
| YTD | +73.3% | +9.7% | +63.6% | +63.0% |
| 1Y | +90.1% | +20.9% | +69.2% | +69.0% |
| 3Y | +10.3% | +254.3% | -243.9% | -48.4% |
| 5Y | -5.7% | +304.2% | -310.0% | -60.5% |
| 10Y | +444.1% | +260.2% | +183.9% | +124.6% |
| All | +1,945.0% | +1,708.3% | +236.7% | +239.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling