+7,325.6%
STT vs SAN
+2,116.5%
+5,209.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | +0.5% | +1.8% | -1.3% | -0.4% |
| 30D | +3.9% | +2.0% | +1.9% | +2.8% |
| 3M | +20.0% | +19.7% | +0.2% | +9.1% |
| 6M | +55.3% | +30.6% | +24.7% | +34.2% |
| YTD | +53.3% | +28.8% | +24.5% | +32.5% |
| 1Y | +74.7% | +57.8% | +16.9% | +35.7% |
| 3Y | +205.8% | +338.1% | -132.3% | +36.2% |
| 5Y | +145.0% | +384.2% | -239.2% | +1.1% |
| 10Y | +266.0% | +353.1% | -87.1% | +48.1% |
| All | +7,325.6% | +2,116.5% | +5,209.2% | +1,943.2% |
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