-65.3%
TEAM vs SAN
+267.8%
-333.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.2% | -13.9% | -15.4% |
| 7D | -19.8% | +4.9% | -24.8% | -21.1% |
| 30D | -21.5% | -13.0% | -8.5% | -17.8% |
| 3M | +39.5% | -18.9% | +58.4% | +49.2% |
| 6M | +73.1% | -4.1% | +77.2% | +73.4% |
| YTD | -5.2% | +2.6% | -7.8% | -9.3% |
| 1Y | -1.6% | +16.9% | -18.5% | -11.3% |
| 3Y | -11.4% | +239.1% | -250.5% | -52.3% |
| All | -65.3% | +267.8% | -333.1% | -82.6% |
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 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