+202.8%
TER vs SAN
+381.6%
-178.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.9% |
| 7D | +0.6% | +1.8% | -1.2% | -0.3% |
| 30D | -8.3% | +2.0% | -10.3% | -9.2% |
| 3M | -12.2% | +19.7% | -31.9% | -19.8% |
| 6M | +17.1% | +30.6% | -13.6% | +3.0% |
| YTD | +84.7% | +28.8% | +55.8% | +62.1% |
| 1Y | +199.9% | +57.8% | +142.2% | +140.4% |
| 3Y | +232.8% | +338.1% | -105.4% | +64.9% |
| All | +202.8% | +381.6% | -178.7% | +31.8% |
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