+2,926.4%
V vs SAN
+135.7%
+2,790.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -1.7% | +1.8% | -3.5% | -2.3% |
| 30D | +2.0% | +2.0% | 0.0% | +1.3% |
| 3M | +17.4% | +19.7% | -2.4% | +10.1% |
| 6M | +17.5% | +30.6% | -13.1% | +6.4% |
| YTD | +7.6% | +28.8% | -21.3% | -2.7% |
| 1Y | +7.7% | +57.8% | -50.1% | -9.3% |
| 3Y | +54.7% | +338.1% | -283.5% | -10.6% |
| 5Y | +73.0% | +384.2% | -311.2% | -6.8% |
| 10Y | +390.9% | +353.1% | +37.7% | +150.1% |
| All | +2,926.4% | +135.7% | +2,790.7% | +1,517.0% |
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