+3.5%
W vs SAN
+19.5%
-16.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.2% |
| 7D | -7.4% | +3.4% | -10.8% | -9.7% |
| 30D | +7.8% | -6.3% | +14.1% | +12.6% |
| 3M | +10.9% | -14.1% | +25.0% | +23.3% |
| 6M | +86.4% | +4.2% | +82.3% | +77.0% |
| YTD | +14.0% | +9.0% | +4.9% | 0.0% |
| 1Y | +3.5% | +18.8% | -15.2% | -16.3% |
| All | +3.5% | +19.5% | -16.0% | -16.3% |
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