+422.3%
XLF vs SAN
+527.4%
-105.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | 0.0% | +1.8% | -1.8% | -0.8% |
| 30D | +0.2% | +2.0% | -1.8% | -0.8% |
| 3M | +11.7% | +19.7% | -8.0% | +2.2% |
| 6M | +13.8% | +30.6% | -16.8% | -1.0% |
| YTD | +7.0% | +28.8% | -21.9% | -7.1% |
| 1Y | +9.1% | +57.8% | -48.6% | -14.2% |
| 3Y | +75.6% | +338.1% | -262.5% | -18.6% |
| 5Y | +66.4% | +384.2% | -317.8% | -29.9% |
| 10Y | +250.3% | +353.2% | -102.9% | +39.9% |
| All | +422.3% | +527.4% | -105.1% | +47.4% |
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