+533.2%
XYZ vs SAN
+289.9%
+243.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -1.0% | +1.8% | -2.7% | -1.7% |
| 30D | -1.7% | +2.0% | -3.7% | -2.6% |
| 3M | +16.7% | +19.7% | -3.0% | +7.1% |
| 6M | +26.9% | +30.6% | -3.8% | +11.3% |
| YTD | +27.1% | +28.8% | -1.7% | +11.6% |
| 1Y | +9.3% | +57.8% | -48.5% | -13.3% |
| 3Y | +42.3% | +338.1% | -295.9% | -31.9% |
| 5Y | -69.3% | +384.2% | -453.5% | -86.2% |
| 10Y | +586.8% | +353.1% | +233.7% | +200.7% |
| All | +533.2% | +289.9% | +243.3% | +154.8% |
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