+14.8%
W vs SAN
+55.7%
-40.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.9% |
| 7D | +6.5% | +3.3% | +3.1% | +3.5% |
| 30D | -6.2% | +1.1% | -7.3% | -7.2% |
| 3M | +48.9% | +22.2% | +26.7% | +24.8% |
| 6M | +31.2% | +36.0% | -4.8% | +1.3% |
| YTD | -0.4% | +28.2% | -28.7% | -23.0% |
| 1Y | +14.8% | +54.1% | -39.3% | -28.9% |
| All | +14.8% | +55.7% | -40.9% | -28.9% |
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