-53.6%
Z vs SAN
+23.5%
-77.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.4% | +3.0% | +7.1% |
| 7D | +10.2% | +4.5% | +5.6% | +8.4% |
| 30D | +23.7% | -12.1% | +35.8% | +28.5% |
| 3M | -6.6% | -15.6% | +9.0% | -1.5% |
| 6M | -23.0% | +5.8% | -28.8% | -25.4% |
| YTD | -50.3% | +5.5% | -55.8% | -50.1% |
| 1Y | -53.6% | +23.6% | -77.2% | -55.4% |
| All | -53.6% | +23.5% | -77.0% | -55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling