-2.5%
TEAM vs SAN
+53.7%
-56.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +0.7% |
| 7D | -4.7% | -0.5% | -4.2% | -4.7% |
| 30D | +17.0% | -0.1% | +17.1% | +17.1% |
| 3M | +85.9% | +19.6% | +66.3% | +89.3% |
| 6M | +116.7% | +32.7% | +84.0% | +121.1% |
| YTD | +9.6% | +26.7% | -17.1% | +13.5% |
| 1Y | -2.5% | +51.6% | -54.2% | +0.6% |
| All | -2.5% | +53.7% | -56.2% | +0.6% |
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