+16.7%
U vs SAN
+22.7%
-6.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.5% |
| 7D | +24.4% | +10.8% | +13.6% | +18.7% |
| 30D | +7.4% | -5.7% | +13.1% | +10.0% |
| 3M | +16.8% | -13.4% | +30.2% | +23.9% |
| 6M | +78.8% | +3.5% | +75.2% | +74.0% |
| YTD | +14.0% | +9.7% | +4.2% | +12.1% |
| 1Y | +16.7% | +20.9% | -4.2% | +11.4% |
| All | +16.7% | +22.7% | -6.0% | +11.4% |
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