+308.7%
A vs SAN
+255.1%
+53.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | +1.4% | +10.8% | -9.4% | -1.6% |
| 30D | +4.3% | -5.7% | +10.0% | +5.8% |
| 3M | +19.8% | -13.4% | +33.2% | +24.3% |
| 6M | +54.4% | +3.5% | +50.8% | +51.4% |
| YTD | +31.7% | +9.7% | +22.0% | +26.2% |
| 1Y | +22.4% | +20.9% | +1.6% | +13.9% |
| 3Y | +67.7% | +254.3% | -186.6% | +12.4% |
| 5Y | +15.7% | +304.2% | -288.5% | -27.6% |
| 10Y | +308.7% | +260.2% | +48.5% | +155.6% |
| All | +308.7% | +255.1% | +53.6% | +155.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling