+166.5%
XLE vs SAN
+294.7%
-128.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +2.0% |
| 7D | +4.4% | +1.0% | +3.4% | +4.2% |
| 30D | -4.3% | -9.4% | +5.1% | -2.9% |
| 3M | +6.0% | -17.1% | +23.2% | +9.1% |
| 6M | +13.2% | +2.2% | +11.0% | +11.6% |
| YTD | +46.7% | +6.0% | +40.8% | +41.7% |
| 1Y | +46.6% | +12.7% | +33.9% | +39.3% |
| 3Y | +69.6% | +242.1% | -172.6% | +18.9% |
| 5Y | +166.5% | +293.6% | -127.1% | +77.3% |
| All | +166.5% | +294.7% | -128.2% | +77.3% |
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