+607.6%
TEAM vs SAN
+258.0%
+349.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.2% |
| 7D | -22.2% | +10.8% | -33.0% | -24.0% |
| 30D | -28.1% | -5.7% | -22.4% | -27.2% |
| 3M | -2.2% | -13.4% | +11.3% | +0.8% |
| 6M | +62.2% | +3.5% | +58.7% | +59.9% |
| YTD | -8.4% | +9.7% | -18.1% | -11.9% |
| 1Y | -6.6% | +20.9% | -27.5% | -12.5% |
| 3Y | -15.7% | +254.3% | -270.0% | -40.0% |
| 5Y | -65.7% | +304.2% | -369.9% | -76.9% |
| 10Y | +441.0% | +260.2% | +180.7% | +260.2% |
| All | +607.6% | +258.0% | +349.6% | +342.5% |
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