+4,267.1%
SYY vs SAN
+2,116.5%
+2,150.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -2.3% | +1.8% | -4.1% | -2.7% |
| 30D | -4.9% | +2.0% | -6.9% | -5.4% |
| 3M | +8.4% | +19.7% | -11.3% | +3.5% |
| 6M | -7.4% | +30.6% | -38.0% | -13.6% |
| YTD | +11.0% | +28.8% | -17.9% | +3.4% |
| 1Y | -0.2% | +57.8% | -58.0% | -11.7% |
| 3Y | +23.8% | +338.1% | -314.4% | -16.0% |
| 5Y | +18.1% | +384.2% | -366.1% | -23.7% |
| 10Y | +94.6% | +353.1% | -258.6% | +23.4% |
| All | +4,267.1% | +2,116.5% | +2,150.7% | +1,497.5% |
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 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