+4,088.9%
SYY vs SAN
+1,723.1%
+2,365.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.3% |
| 7D | +1.3% | +1.0% | +0.3% | +1.0% |
| 30D | -3.5% | -9.4% | +5.8% | -1.5% |
| 3M | -9.3% | -17.1% | +7.8% | -5.6% |
| 6M | +5.9% | +2.2% | +3.7% | +4.6% |
| YTD | +6.5% | +6.0% | +0.5% | +3.5% |
| 1Y | +4.0% | +12.7% | -8.7% | -0.4% |
| 3Y | +23.0% | +242.1% | -219.2% | -11.7% |
| 5Y | +14.3% | +293.6% | -279.3% | -22.6% |
| 10Y | +85.8% | +266.1% | -180.3% | +23.6% |
| All | +4,088.9% | +1,723.1% | +2,365.8% | +1,499.3% |
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