+42.8%
XLP vs SAN
+294.6%
-251.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.2% | +0.3% |
| 7D | +0.1% | +8.7% | -8.7% | -0.8% |
| 30D | +8.9% | -6.5% | +15.4% | +9.6% |
| 3M | +7.5% | -14.2% | +21.7% | +9.0% |
| 6M | +9.4% | +2.7% | +6.7% | +8.7% |
| YTD | +19.3% | +8.9% | +10.4% | +17.1% |
| 1Y | +21.7% | +23.4% | -1.6% | +17.6% |
| 3Y | +44.0% | +257.9% | -214.0% | +19.3% |
| 5Y | +42.8% | +297.8% | -255.0% | +17.3% |
| All | +42.8% | +294.6% | -251.8% | +17.3% |
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 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