+1,593.1%
T vs SAN
+1,772.7%
-179.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.3% | -0.5% |
| 7D | +1.7% | +8.7% | -7.0% | -0.2% |
| 30D | -1.7% | -6.5% | +4.8% | -0.5% |
| 3M | -7.3% | -14.2% | +6.9% | -4.5% |
| 6M | -11.2% | +2.7% | -13.9% | -12.4% |
| YTD | -8.1% | +8.9% | -16.9% | -11.4% |
| 1Y | -8.0% | +23.4% | -31.4% | -13.9% |
| 3Y | +62.1% | +257.9% | -195.8% | +16.8% |
| 5Y | +55.7% | +297.8% | -242.1% | +6.5% |
| 10Y | +54.1% | +259.6% | -205.5% | +2.2% |
| All | +1,593.1% | +1,772.7% | -179.6% | +575.4% |
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