-53.8%
TEAM vs SAN
+381.9%
-435.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.5% | -6.8% |
| 7D | -5.7% | +3.3% | -9.0% | -6.7% |
| 30D | +18.3% | +1.1% | +17.3% | +17.8% |
| 3M | +80.2% | +22.2% | +58.0% | +67.6% |
| 6M | +111.0% | +36.0% | +75.0% | +86.6% |
| YTD | +8.8% | +28.2% | -19.4% | -2.7% |
| 1Y | +2.2% | +54.1% | -52.0% | -15.9% |
| 3Y | -14.6% | +354.2% | -368.9% | -57.0% |
| 5Y | -53.8% | +387.3% | -441.1% | -79.2% |
| All | -53.8% | +381.9% | -435.7% | -79.2% |
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