+163.6%
W vs SAN
+150.9%
+12.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | -4.2% | +1.8% | -5.9% | -5.0% |
| 30D | -7.6% | +2.0% | -9.5% | -8.6% |
| 3M | +37.2% | +19.7% | +17.4% | +25.3% |
| 6M | +26.3% | +30.6% | -4.3% | +10.8% |
| YTD | -1.0% | +28.8% | -29.8% | -13.0% |
| 1Y | +20.1% | +57.8% | -37.7% | -4.4% |
| 3Y | +37.8% | +338.1% | -300.3% | -32.1% |
| 5Y | -63.7% | +384.2% | -447.9% | -83.1% |
| 10Y | +156.3% | +353.1% | -196.8% | +10.8% |
| All | +163.6% | +150.9% | +12.7% | +47.4% |
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