+203.4%
W vs SAN
+112.3%
+91.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | -7.4% | +3.4% | -10.8% | -9.0% |
| 30D | +7.8% | -6.3% | +14.1% | +11.3% |
| 3M | +10.9% | -14.1% | +25.0% | +19.4% |
| 6M | +86.4% | +4.2% | +82.3% | +82.9% |
| YTD | +14.0% | +9.0% | +4.9% | +8.8% |
| 1Y | +3.5% | +18.8% | -15.2% | -5.3% |
| 3Y | +164.8% | +252.0% | -87.3% | +44.8% |
| 5Y | -53.1% | +299.5% | -352.6% | -76.1% |
| 10Y | +220.4% | +276.7% | -56.2% | +51.6% |
| All | +203.4% | +112.3% | +91.0% | +84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling