-42.4%
TECH vs SAN
+381.6%
-423.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +0.1% | +1.8% | -1.7% | -0.4% |
| 30D | +0.7% | +2.0% | -1.3% | +0.1% |
| 3M | +36.3% | +19.7% | +16.6% | +29.0% |
| 6M | +25.6% | +30.6% | -5.1% | +15.2% |
| YTD | +23.7% | +28.8% | -5.2% | +13.4% |
| 1Y | +37.6% | +57.8% | -20.1% | +18.4% |
| 3Y | -6.6% | +338.1% | -344.7% | -41.6% |
| All | -42.4% | +381.6% | -423.9% | -66.8% |
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 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