-68.9%
XYZ vs SAN
+381.6%
-450.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | -1.0% | +1.8% | -2.7% | -1.9% |
| 30D | -1.7% | +2.0% | -3.7% | -2.8% |
| 3M | +16.7% | +19.7% | -3.0% | +4.3% |
| 6M | +26.9% | +30.6% | -3.8% | +6.9% |
| YTD | +27.1% | +28.8% | -1.7% | +6.8% |
| 1Y | +9.3% | +57.8% | -48.5% | -20.0% |
| 3Y | +42.3% | +338.1% | -295.9% | -50.3% |
| All | -68.9% | +381.6% | -450.4% | -90.9% |
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