-63.9%
XYZ vs SAN
+267.8%
-331.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +3.1% |
| 7D | +12.1% | +4.9% | +7.2% | +9.3% |
| 30D | +12.4% | -13.0% | +25.4% | +22.0% |
| 3M | +8.2% | -18.9% | +27.0% | +22.3% |
| 6M | +20.7% | -4.1% | +24.8% | +22.7% |
| YTD | +31.3% | +2.6% | +28.7% | +25.9% |
| 1Y | +20.5% | +16.9% | +3.6% | +6.1% |
| 3Y | +72.6% | +239.1% | -166.4% | -30.4% |
| All | -63.9% | +267.8% | -331.7% | -88.5% |
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