+101,542.6%
TECH vs SAN
+1,664.5%
+99,878.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.7% |
| 7D | +0.2% | +4.9% | -4.7% | -0.9% |
| 30D | +0.3% | -13.0% | +13.3% | +3.2% |
| 3M | +1.3% | -18.9% | +20.2% | +5.7% |
| 6M | +54.0% | -4.1% | +58.1% | +54.4% |
| YTD | +24.3% | +2.6% | +21.7% | +22.1% |
| 1Y | +25.8% | +16.9% | +8.9% | +20.1% |
| 3Y | +26.0% | +239.1% | -213.1% | -5.6% |
| 5Y | -40.1% | +266.8% | -306.9% | -56.7% |
| 10Y | +210.6% | +246.0% | -35.4% | +115.5% |
| All | +101,542.6% | +1,664.5% | +99,878.1% | +40,720.3% |
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