+14,183.4%
TER vs SAN
+2,116.5%
+12,067.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.3% |
| 6M | +17.1% | +30.6% | -13.6% | +3.8% |
| YTD | +84.7% | +28.8% | +55.8% | +63.6% |
| 1Y | +199.9% | +57.8% | +142.2% | +141.6% |
| 3Y | +232.8% | +338.1% | -105.4% | +60.5% |
| 5Y | +198.6% | +384.2% | -185.6% | +32.0% |
| 10Y | +1,669.7% | +353.1% | +1,316.6% | +633.5% |
| All | +14,183.4% | +2,116.5% | +12,067.0% | +3,100.0% |
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