+199.8%
TER vs SAN
+58.9%
+140.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +6.1% |
| 7D | +0.6% | +1.8% | -1.2% | -0.9% |
| 30D | -8.3% | +2.0% | -10.3% | -9.8% |
| 3M | -12.2% | +19.7% | -32.0% | -24.2% |
| 6M | +17.0% | +30.6% | -13.6% | -5.2% |
| YTD | +84.6% | +28.8% | +55.8% | +42.0% |
| 1Y | +199.8% | +57.8% | +142.0% | +105.9% |
| All | +199.8% | +58.9% | +140.9% | +105.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling