+5.0%
TSLA vs SAN
+271.8%
-266.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.5% | +5.3% |
| 7D | -10.4% | +4.9% | -15.3% | -12.7% |
| 30D | -5.2% | -13.0% | +7.8% | +1.1% |
| 3M | +12.1% | -18.9% | +31.0% | +23.5% |
| 6M | -10.2% | -4.1% | -6.0% | -8.7% |
| YTD | -20.3% | +2.6% | -22.9% | -22.7% |
| 1Y | -19.7% | +16.9% | -36.6% | -27.2% |
| 3Y | +63.4% | +239.1% | -175.7% | -14.1% |
| All | +5.0% | +271.8% | -266.8% | -52.1% |
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