+49.9%
XLE vs SAN
+23.5%
+26.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.4% | -11.2% | -3.4% |
| 7D | -7.2% | +4.5% | -11.7% | -6.2% |
| 30D | +0.1% | -12.1% | +12.2% | -1.8% |
| 3M | +9.2% | -15.6% | +24.7% | +6.4% |
| 6M | +8.4% | +5.8% | +2.6% | +10.4% |
| YTD | +44.9% | +5.5% | +39.4% | +44.8% |
| 1Y | +49.9% | +23.6% | +26.3% | +49.0% |
| All | +49.9% | +23.5% | +26.4% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling