+149.9%
XLE vs SAN
+267.8%
-117.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | -12.0% | +4.9% | -16.9% | -12.8% |
| 30D | -2.7% | -13.0% | +10.2% | -0.6% |
| 3M | +6.6% | -18.9% | +25.4% | +10.1% |
| 6M | +9.5% | -4.1% | +13.7% | +9.2% |
| YTD | +40.6% | +2.6% | +38.0% | +36.5% |
| 1Y | +43.6% | +16.9% | +26.7% | +34.7% |
| 3Y | +58.1% | +239.1% | -181.0% | +10.7% |
| All | +149.9% | +267.8% | -117.9% | +72.2% |
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