+8,630.0%
TER vs SAN
+1,664.5%
+6,965.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.7% |
| 7D | -20.5% | +4.9% | -25.4% | -22.7% |
| 30D | -47.0% | -13.0% | -34.0% | -43.5% |
| 3M | -43.3% | -18.9% | -24.4% | -37.7% |
| 6M | -42.9% | -4.1% | -38.8% | -41.9% |
| YTD | +12.9% | +2.6% | +10.3% | +10.9% |
| 1Y | +18.2% | +16.9% | +1.2% | +9.2% |
| 3Y | +151.8% | +239.1% | -87.3% | +36.9% |
| 5Y | +54.2% | +266.8% | -212.6% | -22.2% |
| 10Y | +908.2% | +246.0% | +662.2% | +374.3% |
| All | +8,630.0% | +1,664.5% | +6,965.5% | +2,070.6% |
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