+833.6%
XLB vs SAN
+430.1%
+403.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.1% | -4.2% | -0.3% |
| 7D | -1.4% | +8.7% | -10.1% | -4.4% |
| 30D | +7.1% | -6.5% | +13.6% | +9.4% |
| 3M | +0.6% | -14.2% | +14.8% | +5.8% |
| 6M | +3.5% | +2.7% | +0.7% | +1.6% |
| YTD | +18.2% | +8.9% | +9.4% | +12.4% |
| 1Y | +25.6% | +23.4% | +2.2% | +14.0% |
| 3Y | +46.7% | +257.9% | -211.3% | -12.2% |
| 5Y | +30.9% | +297.8% | -266.9% | -27.2% |
| 10Y | +167.7% | +259.6% | -91.9% | +43.2% |
| All | +833.6% | +430.1% | +403.5% | +256.1% |
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