+171.0%
W vs SAN
+247.1%
-76.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.1% |
| 7D | +0.2% | +4.0% | -3.8% | -2.9% |
| 30D | +6.8% | -7.8% | +14.6% | +13.3% |
| 3M | +10.7% | -16.4% | +27.0% | +26.1% |
| 6M | +86.3% | +3.5% | +82.8% | +79.7% |
| YTD | +11.5% | +6.7% | +4.8% | +3.3% |
| 1Y | +5.1% | +14.5% | -9.4% | -8.1% |
| 3Y | +171.0% | +243.5% | -72.5% | +1.3% |
| All | +171.0% | +247.1% | -76.1% | +1.3% |
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 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