+71.6%
STX vs SAN
+22.7%
+48.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | -17.3% | +10.8% | -28.0% | -20.9% |
| 30D | -35.9% | -5.7% | -30.2% | -34.0% |
| 3M | -37.3% | -13.4% | -23.9% | -33.0% |
| 6M | -35.8% | +3.5% | -39.4% | -38.0% |
| YTD | +82.7% | +9.7% | +73.0% | +60.4% |
| 1Y | +71.6% | +20.9% | +50.8% | +38.8% |
| All | +71.6% | +22.7% | +48.9% | +38.8% |
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