+154.5%
STT vs SAN
+381.6%
-227.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +0.5% | +1.8% | -1.3% | -0.4% |
| 30D | +3.9% | +2.0% | +1.9% | +2.9% |
| 3M | +20.0% | +19.7% | +0.2% | +9.8% |
| 6M | +55.3% | +30.6% | +24.7% | +35.4% |
| YTD | +53.3% | +28.8% | +24.5% | +33.6% |
| 1Y | +74.7% | +57.8% | +16.9% | +37.1% |
| 3Y | +205.8% | +338.1% | -132.3% | +35.4% |
| All | +154.5% | +381.6% | -227.1% | +3.4% |
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 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