+1,872.1%
T vs SAN
+2,116.5%
-244.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -1.3% | +1.8% | -3.0% | -1.7% |
| 30D | +11.4% | +2.0% | +9.4% | +10.9% |
| 3M | +14.3% | +19.7% | -5.4% | +9.5% |
| 6M | -9.3% | +30.6% | -39.9% | -15.2% |
| YTD | +7.1% | +28.8% | -21.7% | -0.2% |
| 1Y | -9.1% | +57.8% | -66.9% | -19.2% |
| 3Y | +105.3% | +338.1% | -232.8% | +41.7% |
| 5Y | +66.8% | +384.2% | -317.4% | +9.5% |
| 10Y | +66.8% | +353.1% | -286.4% | +5.3% |
| All | +1,872.1% | +2,116.5% | -244.3% | +660.8% |
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