+37.7%
XLC vs SAN
+381.6%
-343.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -0.8% | +1.8% | -2.6% | -1.3% |
| 30D | +1.0% | +2.0% | -0.9% | +0.5% |
| 3M | -0.7% | +19.7% | -20.4% | -5.7% |
| 6M | -5.1% | +30.6% | -35.8% | -12.5% |
| YTD | -4.3% | +28.8% | -33.1% | -11.9% |
| 1Y | -0.6% | +57.8% | -58.3% | -14.0% |
| 3Y | +72.7% | +338.1% | -265.4% | +6.4% |
| All | +37.7% | +381.6% | -343.9% | -24.2% |
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 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