+6,262.1%
STT vs SAN
+1,664.5%
+4,597.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.3% |
| 7D | -2.5% | +4.9% | -7.4% | -4.9% |
| 30D | -5.0% | -13.0% | +8.0% | +1.5% |
| 3M | -10.0% | -18.9% | +8.9% | -0.6% |
| 6M | +10.6% | -4.1% | +14.7% | +11.7% |
| YTD | +31.4% | +2.6% | +28.8% | +26.6% |
| 1Y | +44.5% | +16.9% | +27.6% | +30.1% |
| 3Y | +169.5% | +239.1% | -69.6% | +36.1% |
| 5Y | +102.5% | +266.8% | -164.4% | -4.3% |
| 10Y | +213.0% | +246.0% | -33.1% | +44.5% |
| All | +6,262.1% | +1,664.5% | +4,597.6% | +1,851.4% |
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 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