+20.7%
XLK vs SAN
+23.5%
-2.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -2.2% |
| 7D | -7.6% | +4.5% | -12.1% | -9.0% |
| 30D | -12.2% | -12.1% | -0.1% | -8.2% |
| 3M | -5.5% | -15.6% | +10.1% | +0.1% |
| 6M | +9.2% | +5.8% | +3.4% | +6.3% |
| YTD | +23.0% | +5.5% | +17.6% | +17.9% |
| 1Y | +20.7% | +23.6% | -2.9% | +7.4% |
| All | +20.7% | +23.5% | -2.7% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling