+125.0%
SU vs SAN
+352.3%
-227.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.4% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | +8.4% | +0.9% | +7.5% | +8.3% |
| 3M | +12.1% | +19.1% | -7.0% | +9.6% |
| 6M | +19.7% | +33.2% | -13.5% | +14.3% |
| YTD | +58.4% | +29.1% | +29.3% | +51.1% |
| 1Y | +67.2% | +50.2% | +17.0% | +53.0% |
| 3Y | +125.0% | +351.0% | -226.0% | +53.8% |
| All | +125.0% | +352.3% | -227.2% | +53.8% |
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 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