+1,117.4%
XLI vs SAN
+527.4%
+590.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -1.1% | +1.8% | -2.8% | -1.7% |
| 30D | -5.9% | +2.0% | -7.9% | -6.6% |
| 3M | -0.3% | +19.7% | -20.0% | -6.5% |
| 6M | +0.1% | +30.6% | -30.5% | -9.2% |
| YTD | +13.6% | +28.8% | -15.3% | +2.9% |
| 1Y | +17.2% | +57.8% | -40.6% | -1.3% |
| 3Y | +68.2% | +338.1% | -269.9% | -3.0% |
| 5Y | +80.7% | +384.2% | -303.5% | -3.2% |
| 10Y | +253.3% | +353.1% | -99.9% | +80.8% |
| All | +1,117.4% | +527.4% | +590.1% | +337.2% |
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