+35.0%
XLB vs SAN
+384.1%
-349.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.7% |
| 7D | -2.9% | -0.5% | -2.5% | -2.8% |
| 30D | -3.4% | -0.1% | -3.3% | -3.4% |
| 3M | +1.6% | +19.6% | -18.0% | -4.0% |
| 6M | +3.6% | +32.7% | -29.0% | -5.4% |
| YTD | +14.2% | +26.7% | -12.4% | +5.0% |
| 1Y | +15.6% | +51.6% | -36.1% | +0.2% |
| 3Y | +33.1% | +348.7% | -315.6% | -20.3% |
| 5Y | +35.0% | +378.7% | -343.7% | -25.6% |
| All | +35.0% | +384.1% | -349.0% | -25.6% |
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