+33.6%
XLY vs SAN
+352.3%
-318.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.2% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | -4.2% | +0.9% | -5.1% | -4.5% |
| 3M | -2.7% | +19.1% | -21.8% | -7.7% |
| 6M | -0.6% | +33.2% | -33.8% | -9.0% |
| YTD | -5.0% | +29.1% | -34.1% | -12.8% |
| 1Y | -4.1% | +50.2% | -54.3% | -15.9% |
| 3Y | +33.6% | +351.0% | -317.4% | -14.4% |
| All | +33.6% | +352.3% | -318.7% | -14.4% |
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