+61,756.5%
SU vs SAN
+2,106.1%
+59,650.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -1.0% | +3.3% | -4.3% | -2.6% |
| 30D | +13.7% | +1.1% | +12.6% | +12.9% |
| 3M | +8.0% | +22.2% | -14.2% | -3.2% |
| 6M | +21.0% | +36.0% | -15.0% | +0.9% |
| YTD | +56.2% | +28.2% | +28.0% | +32.4% |
| 1Y | +72.2% | +54.1% | +18.1% | +32.5% |
| 3Y | +118.1% | +354.2% | -236.2% | -6.7% |
| 5Y | +350.3% | +387.3% | -37.0% | +75.3% |
| 10Y | +248.5% | +334.8% | -86.3% | +36.4% |
| All | +61,756.5% | +2,106.1% | +59,650.4% | +627.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling