+1,335.2%
STX vs SAN
+358.9%
+976.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.7% |
| 7D | +2.4% | +1.8% | +0.6% | +1.5% |
| 30D | +1.4% | +2.0% | -0.6% | +0.5% |
| 3M | -8.2% | +19.7% | -27.9% | -14.8% |
| 6M | +127.0% | +30.6% | +96.4% | +103.0% |
| YTD | +209.1% | +28.8% | +180.3% | +176.2% |
| 1Y | +365.4% | +57.8% | +307.7% | +289.1% |
| All | +1,335.2% | +358.9% | +976.3% | +801.6% |
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 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