+1,075.5%
XLI vs SAN
+419.4%
+656.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.6% |
| 7D | +3.8% | +4.0% | -0.2% | +2.4% |
| 30D | +1.0% | -7.8% | +8.9% | +3.6% |
| 3M | -8.9% | -16.4% | +7.5% | -3.7% |
| 6M | -2.3% | +3.5% | -5.8% | -4.3% |
| YTD | +9.7% | +6.7% | +3.0% | +5.4% |
| 1Y | +12.3% | +14.5% | -2.2% | +5.3% |
| 3Y | +71.5% | +243.5% | -172.1% | +7.1% |
| 5Y | +70.2% | +296.2% | -226.0% | -2.5% |
| 10Y | +227.5% | +268.5% | -41.0% | +79.6% |
| All | +1,075.5% | +419.4% | +656.1% | +348.1% |
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