+218.0%
XLE vs SAN
+381.6%
-163.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +2.2% | +1.8% | +0.4% | +1.8% |
| 30D | +11.8% | +2.0% | +9.8% | +11.3% |
| 3M | +9.8% | +19.7% | -9.9% | +5.6% |
| 6M | +15.6% | +30.6% | -15.1% | +8.2% |
| YTD | +45.3% | +28.8% | +16.4% | +35.6% |
| 1Y | +48.3% | +57.8% | -9.5% | +30.8% |
| 3Y | +55.4% | +338.1% | -282.7% | +1.6% |
| All | +218.0% | +381.6% | -163.6% | +93.3% |
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 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