+1,477.5%
XLK vs SAN
+524.4%
+953.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +2.3% | +3.3% | -1.0% | +1.1% |
| 30D | -0.1% | +1.1% | -1.1% | -0.5% |
| 3M | +2.1% | +22.2% | -20.1% | -4.9% |
| 6M | +37.2% | +36.0% | +1.2% | +22.7% |
| YTD | +30.8% | +28.2% | +2.6% | +18.9% |
| 1Y | +42.6% | +54.1% | -11.5% | +21.4% |
| 3Y | +121.8% | +354.2% | -232.4% | +27.1% |
| 5Y | +145.7% | +387.3% | -241.6% | +32.9% |
| 10Y | +782.1% | +334.8% | +447.3% | +356.5% |
| All | +1,477.5% | +524.4% | +953.1% | +383.6% |
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