+22,727.9%
SYK vs SAN
+2,079.3%
+20,648.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -11.8% | -0.5% | -11.3% | -11.7% |
| 30D | -20.4% | -0.1% | -20.3% | -20.4% |
| 3M | -12.1% | +19.6% | -31.7% | -16.1% |
| 6M | -24.3% | +32.7% | -57.0% | -29.9% |
| YTD | -21.2% | +26.7% | -47.9% | -26.6% |
| 1Y | -29.2% | +51.6% | -80.8% | -37.0% |
| 3Y | -2.1% | +348.7% | -350.8% | -34.7% |
| 5Y | +4.7% | +378.7% | -374.0% | -33.0% |
| 10Y | +178.2% | +336.9% | -158.7% | +72.0% |
| All | +22,727.9% | +2,079.3% | +20,648.6% | +7,049.1% |
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