+24.0%
SYY vs SAN
+356.8%
-332.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -2.8% | +3.3% | -6.1% | -3.2% |
| 30D | -5.3% | +1.1% | -6.4% | -5.4% |
| 3M | +5.1% | +22.2% | -17.1% | +2.2% |
| 6M | -5.0% | +36.0% | -41.0% | -9.2% |
| YTD | +10.7% | +28.2% | -17.5% | +6.3% |
| 1Y | +0.7% | +54.1% | -53.5% | -6.0% |
| 3Y | +24.0% | +354.2% | -330.2% | -8.5% |
| All | +24.0% | +356.8% | -332.7% | -8.5% |
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 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