+755.0%
SW vs SAN
+120.3%
+634.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -5.1% | +1.8% | -6.9% | -5.3% |
| 30D | -4.6% | +2.0% | -6.6% | -4.8% |
| 3M | +9.4% | +19.7% | -10.3% | +6.9% |
| 6M | +3.5% | +30.6% | -27.1% | +0.1% |
| YTD | +22.0% | +28.8% | -6.8% | +18.0% |
| 1Y | +2.2% | +57.8% | -55.6% | -3.5% |
| 3Y | +19.6% | +338.1% | -318.5% | +0.6% |
| 5Y | -2.3% | +384.2% | -386.6% | -19.6% |
| 10Y | +181.4% | +353.1% | -171.8% | +128.6% |
| All | +755.0% | +120.3% | +634.7% | +580.0% |
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