+543.0%
XYZ vs SAN
+217.5%
+325.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | +9.2% | +3.5% | +5.7% | +7.7% |
| 30D | +9.8% | -13.2% | +23.0% | +17.3% |
| 3M | -0.2% | -16.9% | +16.8% | +8.7% |
| 6M | +18.0% | +2.3% | +15.6% | +16.2% |
| YTD | +29.1% | +4.9% | +24.2% | +24.5% |
| 1Y | +14.1% | +20.4% | -6.3% | +3.0% |
| 3Y | +72.6% | +243.2% | -170.6% | -7.3% |
| 5Y | -64.6% | +275.3% | -339.9% | -82.1% |
| 10Y | +590.0% | +254.0% | +336.0% | +237.0% |
| All | +543.0% | +217.5% | +325.5% | +184.5% |
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 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