-63.1%
W vs SAN
+381.6%
-444.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.1% |
| 7D | -4.2% | +1.8% | -5.9% | -5.4% |
| 30D | -7.6% | +2.0% | -9.5% | -9.1% |
| 3M | +37.2% | +19.7% | +17.4% | +19.8% |
| 6M | +26.3% | +30.6% | -4.3% | +3.6% |
| YTD | -1.0% | +28.8% | -29.8% | -18.9% |
| 1Y | +20.1% | +57.8% | -37.7% | -15.4% |
| 3Y | +37.8% | +338.1% | -300.3% | -53.9% |
| All | -63.1% | +381.6% | -444.7% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling