+820.5%
XLB vs SAN
+527.4%
+293.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.4% | +1.8% | -3.2% | -2.0% |
| 30D | -0.4% | +2.0% | -2.4% | -1.1% |
| 3M | +2.0% | +19.7% | -17.8% | -4.7% |
| 6M | +1.8% | +30.6% | -28.8% | -8.3% |
| YTD | +16.6% | +28.8% | -12.3% | +4.8% |
| 1Y | +16.9% | +57.8% | -40.8% | -2.6% |
| 3Y | +32.6% | +338.1% | -305.6% | -26.0% |
| 5Y | +35.6% | +384.2% | -348.6% | -29.6% |
| 10Y | +160.0% | +353.1% | -193.1% | +28.1% |
| All | +820.5% | +527.4% | +293.2% | +231.9% |
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