+3,310.4%
V vs SAN
+87.6%
+3,222.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.7% |
| 7D | +2.2% | +4.9% | -2.7% | +0.6% |
| 30D | +13.6% | -13.0% | +26.6% | +18.6% |
| 3M | +14.3% | -18.9% | +33.2% | +21.9% |
| 6M | +33.1% | -4.1% | +37.2% | +33.7% |
| YTD | +21.2% | +2.6% | +18.7% | +17.7% |
| 1Y | +26.4% | +16.9% | +9.5% | +17.4% |
| 3Y | +77.6% | +239.1% | -161.5% | +11.6% |
| 5Y | +102.6% | +266.8% | -164.2% | +19.5% |
| 10Y | +464.4% | +246.0% | +218.4% | +213.9% |
| All | +3,310.4% | +87.6% | +3,222.7% | +1,856.6% |
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