+39.2%
XLK vs SAN
+51.4%
-12.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -0.9% | +0.5% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | -0.6% | +0.9% | -1.6% | -1.0% |
| 3M | +2.6% | +19.1% | -16.6% | -4.1% |
| 6M | +34.0% | +33.2% | +0.8% | +19.9% |
| YTD | +30.7% | +29.1% | +1.6% | +17.2% |
| 1Y | +39.2% | +50.2% | -11.0% | +17.4% |
| All | +39.2% | +51.4% | -12.2% | +17.4% |
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