+508.9%
XLP vs SAN
+527.4%
-18.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -1.0% | +1.8% | -2.8% | -1.3% |
| 30D | -0.9% | +2.0% | -2.9% | -1.2% |
| 3M | +3.8% | +19.7% | -15.9% | +0.4% |
| 6M | -1.7% | +30.6% | -32.4% | -6.6% |
| YTD | +10.3% | +28.8% | -18.6% | +4.7% |
| 1Y | +7.8% | +57.8% | -50.0% | -1.4% |
| 3Y | +27.2% | +338.1% | -310.9% | -4.0% |
| 5Y | +32.5% | +384.2% | -351.7% | -3.9% |
| 10Y | +101.8% | +353.1% | -251.4% | +40.6% |
| All | +508.9% | +527.4% | -18.4% | +241.3% |
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 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