+1,024.7%
XLE vs SAN
+527.4%
+497.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +2.2% | +1.8% | +0.4% | +1.5% |
| 30D | +11.8% | +2.0% | +9.8% | +10.8% |
| 3M | +9.8% | +19.7% | -9.9% | +1.8% |
| 6M | +15.6% | +30.6% | -15.1% | +2.2% |
| YTD | +45.3% | +28.8% | +16.4% | +28.0% |
| 1Y | +48.3% | +57.8% | -9.5% | +20.4% |
| 3Y | +55.4% | +338.1% | -282.7% | -17.8% |
| 5Y | +216.1% | +384.2% | -168.1% | +53.8% |
| 10Y | +178.4% | +353.1% | -174.8% | +33.4% |
| All | +1,024.7% | +527.4% | +497.4% | +333.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling