+802.8%
TEAM vs SAN
+320.4%
+482.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.4% |
| 7D | -0.4% | +1.8% | -2.2% | -0.8% |
| 30D | +67.3% | +2.0% | +65.3% | +66.5% |
| 3M | +86.8% | +19.7% | +67.1% | +78.7% |
| 6M | +146.8% | +30.6% | +116.2% | +129.8% |
| YTD | +16.9% | +28.8% | -11.9% | +8.6% |
| 1Y | +12.8% | +57.8% | -45.0% | -0.7% |
| 3Y | -7.3% | +338.1% | -345.4% | -37.0% |
| 5Y | -50.7% | +384.2% | -434.9% | -68.0% |
| 10Y | +529.8% | +353.1% | +176.7% | +297.5% |
| All | +802.8% | +320.4% | +482.4% | +445.8% |
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