+41.9%
XLP vs SAN
+235.5%
-193.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -1.1% |
| 7D | +0.7% | +4.9% | -4.2% | +0.4% |
| 30D | +10.3% | -13.0% | +23.2% | +11.1% |
| 3M | +6.5% | -18.9% | +25.4% | +7.8% |
| 6M | +8.4% | -4.1% | +12.5% | +8.4% |
| YTD | +18.2% | +2.6% | +15.6% | +17.1% |
| 1Y | +22.4% | +16.9% | +5.5% | +19.8% |
| 3Y | +41.9% | +239.1% | -197.2% | +26.3% |
| All | +41.9% | +235.5% | -193.6% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling