-54.1%
Z vs SAN
+272.3%
-326.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.5% | -10.2% | -10.4% |
| 7D | -2.3% | +3.5% | -5.7% | -3.6% |
| 30D | +9.4% | -13.2% | +22.6% | +16.0% |
| 3M | -16.1% | -16.9% | +0.9% | -9.5% |
| 6M | -30.4% | +2.3% | -32.8% | -31.8% |
| YTD | -55.6% | +4.9% | -60.5% | -57.2% |
| 1Y | -58.5% | +20.4% | -79.0% | -62.5% |
| 3Y | -19.6% | +243.2% | -262.8% | -56.9% |
| 5Y | -54.1% | +275.3% | -329.4% | -78.7% |
| All | -54.1% | +272.3% | -326.5% | -78.7% |
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