+561.3%
XLP vs SAN
+410.9%
+150.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +3.5% | +3.5% | 0.0% | +2.9% |
| 30D | +11.6% | -13.2% | +24.8% | +14.1% |
| 3M | +7.6% | -16.9% | +24.6% | +10.8% |
| 6M | +10.0% | +2.3% | +7.7% | +9.0% |
| YTD | +19.7% | +4.9% | +14.8% | +17.4% |
| 1Y | +23.5% | +20.4% | +3.0% | +18.2% |
| 3Y | +44.0% | +243.2% | -199.2% | +13.1% |
| 5Y | +42.7% | +275.3% | -232.6% | +8.0% |
| 10Y | +131.3% | +254.0% | -122.6% | +68.0% |
| All | +561.3% | +410.9% | +150.4% | +283.0% |
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 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