+554.0%
XYZ vs SAN
+210.4%
+343.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +2.8% |
| 7D | +12.1% | +4.9% | +7.2% | +9.9% |
| 30D | +12.4% | -13.0% | +25.4% | +19.9% |
| 3M | +8.2% | -18.9% | +27.0% | +19.1% |
| 6M | +20.7% | -4.1% | +24.8% | +22.6% |
| YTD | +31.3% | +2.6% | +28.7% | +28.0% |
| 1Y | +20.5% | +16.9% | +3.6% | +10.3% |
| 3Y | +72.6% | +239.1% | -166.4% | -6.8% |
| 5Y | -64.0% | +266.8% | -330.8% | -81.6% |
| 10Y | +601.8% | +246.0% | +355.8% | +246.4% |
| All | +554.0% | +210.4% | +343.6% | +192.4% |
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 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