+988.3%
XLE vs SAN
+399.4%
+588.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.8% |
| 7D | -12.0% | +4.9% | -16.9% | -13.8% |
| 30D | -2.7% | -13.0% | +10.2% | +1.8% |
| 3M | +6.6% | -18.9% | +25.4% | +14.1% |
| 6M | +9.5% | -4.1% | +13.7% | +9.1% |
| YTD | +40.6% | +2.6% | +38.0% | +33.7% |
| 1Y | +43.6% | +16.9% | +26.7% | +29.6% |
| 3Y | +58.1% | +239.1% | -181.0% | -8.4% |
| 5Y | +152.2% | +266.8% | -114.6% | +35.3% |
| 10Y | +172.9% | +246.0% | -73.1% | +43.6% |
| All | +988.3% | +399.4% | +588.9% | +352.4% |
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