+145.6%
XLK vs SAN
+379.7%
-234.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.4% | -2.8% | +2.4% | +0.5% |
| 30D | -0.5% | -0.5% | +0.1% | -0.3% |
| 3M | +5.0% | +22.7% | -17.7% | -2.2% |
| 6M | +32.9% | +28.8% | +4.1% | +21.5% |
| YTD | +29.0% | +26.3% | +2.7% | +18.1% |
| 1Y | +37.8% | +48.8% | -11.0% | +19.4% |
| 3Y | +118.7% | +347.2% | -228.5% | +30.1% |
| 5Y | +145.6% | +383.8% | -238.2% | +32.0% |
| All | +145.6% | +379.7% | -234.2% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling