+72.4%
XLI vs SAN
+356.8%
-284.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +1.0% | +3.3% | -2.4% | +0.1% |
| 30D | -5.8% | +1.1% | -6.9% | -6.1% |
| 3M | +0.7% | +22.2% | -21.5% | -4.5% |
| 6M | +3.2% | +36.0% | -32.8% | -4.9% |
| YTD | +13.0% | +28.2% | -15.2% | +5.0% |
| 1Y | +16.8% | +54.1% | -37.3% | +3.6% |
| 3Y | +72.4% | +354.2% | -281.8% | +17.5% |
| All | +72.4% | +356.8% | -284.4% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling