+52.3%
XOM vs SAN
+51.4%
+0.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +1.0% |
| 7D | +4.1% | +0.2% | +3.9% | +4.1% |
| 30D | +4.6% | +0.9% | +3.6% | +4.9% |
| 3M | +14.0% | +19.1% | -5.1% | +18.6% |
| 6M | +11.0% | +33.2% | -22.2% | +18.1% |
| YTD | +40.7% | +29.1% | +11.6% | +47.5% |
| 1Y | +52.3% | +50.2% | +2.1% | +56.6% |
| All | +52.3% | +51.4% | +0.9% | +56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling