+9.2%
Z vs SAN
+158.0%
-148.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.5% | -10.2% | -10.5% |
| 7D | -2.3% | +3.5% | -5.7% | -3.4% |
| 30D | +9.4% | -13.2% | +22.6% | +15.3% |
| 3M | -16.1% | -16.9% | +0.9% | -10.2% |
| 6M | -30.4% | +2.3% | -32.8% | -31.5% |
| YTD | -55.6% | +4.9% | -60.5% | -57.0% |
| 1Y | -58.5% | +20.4% | -79.0% | -61.9% |
| 3Y | -19.6% | +243.2% | -262.8% | -51.9% |
| 5Y | -54.1% | +275.3% | -329.4% | -74.2% |
| 10Y | -12.1% | +254.0% | -266.1% | -54.2% |
| All | +9.2% | +158.0% | -148.8% | -32.9% |
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