+93.6%
STX vs SAN
+13.0%
+80.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | 0.0% |
| 7D | +16.8% | +1.0% | +15.9% | +16.3% |
| 30D | -27.0% | -9.4% | -17.7% | -23.5% |
| 3M | -37.9% | -17.1% | -20.7% | -32.2% |
| 6M | -32.5% | +2.2% | -34.7% | -34.6% |
| YTD | +98.6% | +6.0% | +92.6% | +75.3% |
| 1Y | +93.6% | +12.7% | +80.9% | +59.6% |
| All | +93.6% | +13.0% | +80.6% | +59.6% |
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