+105.9%
T vs SAN
+358.9%
-253.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | -1.3% | +1.8% | -3.0% | -1.3% |
| 30D | +11.4% | +2.0% | +9.4% | +11.3% |
| 3M | +14.3% | +19.7% | -5.4% | +13.7% |
| 6M | -9.3% | +30.6% | -39.9% | -10.1% |
| YTD | +7.1% | +28.8% | -21.7% | +5.6% |
| 1Y | -9.1% | +57.8% | -66.9% | -12.3% |
| All | +105.9% | +358.9% | -253.0% | +70.5% |
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