+67.7%
T vs SAN
+381.6%
-313.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | -1.3% | +1.8% | -3.0% | -1.5% |
| 30D | +11.4% | +2.0% | +9.4% | +11.1% |
| 3M | +14.3% | +19.7% | -5.4% | +11.7% |
| 6M | -9.3% | +30.6% | -39.9% | -12.5% |
| YTD | +7.1% | +28.8% | -21.7% | +2.9% |
| 1Y | -9.1% | +57.8% | -66.9% | -15.7% |
| 3Y | +105.3% | +338.1% | -232.8% | +55.5% |
| All | +67.7% | +381.6% | -313.9% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling