-6.4%
T vs SAN
+23.5%
-29.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.4% | -4.4% | +2.6% |
| 7D | +5.5% | +4.5% | +0.9% | +5.8% |
| 30D | -8.9% | -12.1% | +3.2% | -10.1% |
| 3M | -5.6% | -15.6% | +10.0% | -7.1% |
| 6M | -14.3% | +5.8% | -20.1% | -12.7% |
| YTD | -7.9% | +5.5% | -13.4% | -8.3% |
| 1Y | -6.4% | +23.6% | -30.0% | -8.3% |
| All | -6.4% | +23.5% | -29.9% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling