-7.2%
SYK vs SAN
+342.3%
-349.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.9% |
| 7D | -12.3% | -2.8% | -9.5% | -11.9% |
| 30D | -22.4% | -0.5% | -21.9% | -22.4% |
| 3M | -12.3% | +22.7% | -35.1% | -15.6% |
| 6M | -24.3% | +28.8% | -53.1% | -27.9% |
| YTD | -22.8% | +26.3% | -49.0% | -26.5% |
| 1Y | -28.8% | +48.8% | -77.6% | -34.6% |
| All | -7.2% | +342.3% | -349.5% | -30.9% |
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