+73.2%
STX vs SAN
+21.7%
+51.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +6.1% | +3.7% | +7.1% |
| 7D | -14.8% | +8.7% | -23.5% | -17.9% |
| 30D | -35.4% | -6.5% | -28.9% | -33.1% |
| 3M | -37.7% | -14.2% | -23.5% | -33.1% |
| 6M | -35.2% | +2.7% | -38.0% | -37.2% |
| YTD | +84.4% | +8.9% | +75.5% | +62.4% |
| All | +73.2% | +21.7% | +51.4% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling