+588.0%
STX vs SAN
+235.5%
+352.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -0.3% |
| 7D | -28.5% | +4.9% | -33.4% | -30.1% |
| 30D | -42.9% | -13.0% | -29.9% | -39.8% |
| 3M | -45.9% | -18.9% | -27.0% | -41.6% |
| 6M | -41.3% | -4.1% | -37.1% | -41.0% |
| YTD | +67.9% | +2.6% | +65.4% | +62.8% |
| 1Y | +66.5% | +16.9% | +49.6% | +53.9% |
| 3Y | +588.0% | +239.1% | +348.9% | +374.5% |
| All | +588.0% | +235.5% | +352.5% | +374.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling