+32.9%
W vs SAN
+339.3%
-306.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.2% |
| 7D | -4.2% | +1.8% | -5.9% | -5.5% |
| 30D | -7.6% | +2.0% | -9.5% | -9.2% |
| 3M | +37.2% | +19.7% | +17.4% | +18.3% |
| 6M | +26.3% | +30.6% | -4.3% | +1.7% |
| YTD | -1.0% | +28.8% | -29.8% | -20.5% |
| 1Y | +20.1% | +57.8% | -37.7% | -18.3% |
| All | +32.9% | +339.3% | -306.4% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling