+429.4%
XLF vs SAN
+419.4%
+9.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | +2.7% | +4.0% | -1.3% | +0.7% |
| 30D | +7.6% | -7.8% | +15.4% | +11.3% |
| 3M | +1.1% | -16.4% | +17.4% | +9.1% |
| 6M | +15.9% | +3.5% | +12.4% | +12.5% |
| YTD | +8.4% | +6.7% | +1.8% | +2.2% |
| 1Y | +12.5% | +14.5% | -2.0% | +2.4% |
| 3Y | +81.6% | +243.5% | -162.0% | -6.0% |
| 5Y | +59.3% | +296.2% | -236.9% | -26.6% |
| 10Y | +225.4% | +268.5% | -43.1% | +42.9% |
| All | +429.4% | +419.4% | +9.9% | +62.1% |
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