+99.4%
STT vs SAN
+267.8%
-168.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.2% |
| 7D | -2.5% | +4.9% | -7.4% | -4.7% |
| 30D | -5.0% | -13.0% | +8.0% | +1.0% |
| 3M | -10.5% | -18.9% | +8.4% | -1.8% |
| 6M | +10.0% | -4.1% | +14.2% | +11.1% |
| YTD | +30.7% | +2.6% | +28.1% | +26.2% |
| 1Y | +43.8% | +16.9% | +26.8% | +30.0% |
| 3Y | +168.1% | +239.1% | -71.0% | +35.0% |
| All | +99.4% | +267.8% | -168.4% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling