-40.6%
TECH vs SAN
+294.0%
-334.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +0.1% | +4.0% | -3.9% | -1.0% |
| 30D | +0.5% | -7.8% | +8.3% | +2.5% |
| 3M | +1.1% | -16.4% | +17.5% | +5.8% |
| 6M | +62.8% | +3.5% | +59.3% | +59.4% |
| YTD | +24.5% | +6.7% | +17.8% | +19.6% |
| 1Y | +20.6% | +14.5% | +6.2% | +13.4% |
| 3Y | +29.5% | +243.5% | -214.0% | -14.3% |
| All | -40.6% | +294.0% | -334.6% | -65.1% |
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