+68.4%
XLE vs SAN
+244.8%
-176.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.7% |
| 7D | +4.4% | +1.0% | +3.4% | +4.3% |
| 30D | -4.3% | -9.4% | +5.1% | -3.6% |
| 3M | +6.0% | -17.1% | +23.2% | +7.4% |
| 6M | +13.2% | +2.2% | +11.0% | +12.2% |
| YTD | +46.7% | +6.0% | +40.8% | +43.2% |
| 1Y | +46.6% | +12.7% | +33.9% | +40.9% |
| All | +68.4% | +244.8% | -176.5% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling