-14.7%
TSLA vs SAN
+22.7%
-37.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -4.7% | +10.8% | -15.5% | -8.9% |
| 30D | -0.8% | -5.7% | +5.0% | +1.8% |
| 3M | +14.8% | -13.4% | +28.2% | +22.4% |
| 6M | -11.3% | +3.5% | -14.9% | -12.0% |
| YTD | -15.6% | +9.7% | -25.3% | -19.3% |
| 1Y | -14.7% | +20.9% | -35.6% | -19.2% |
| All | -14.7% | +22.7% | -37.4% | -19.2% |
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