+743.1%
SW vs SAN
+80.3%
+662.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.4% | -2.4% | +3.2% |
| 7D | +12.1% | +4.5% | +7.5% | +11.4% |
| 30D | +6.6% | -12.1% | +18.6% | +8.4% |
| 3M | -6.0% | -15.6% | +9.5% | -3.9% |
| 6M | +21.5% | +5.8% | +15.7% | +20.8% |
| YTD | +20.3% | +5.5% | +14.9% | +19.5% |
| 1Y | +28.1% | +23.6% | +4.6% | +24.9% |
| 3Y | +51.6% | +244.9% | -193.3% | +31.5% |
| 5Y | -0.1% | +282.2% | -282.3% | -15.2% |
| 10Y | +189.7% | +255.8% | -66.0% | +142.4% |
| All | +743.1% | +80.3% | +662.8% | +588.5% |
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 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