+248.9%
A vs SAN
+329.5%
-80.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -4.4% | -0.5% | -3.9% | -4.3% |
| 30D | -2.7% | -0.1% | -2.6% | -2.7% |
| 3M | +7.0% | +19.6% | -12.6% | +1.2% |
| 6M | +24.6% | +32.7% | -8.1% | +13.9% |
| YTD | +7.0% | +26.7% | -19.7% | -1.3% |
| 1Y | +15.6% | +51.6% | -36.1% | +0.9% |
| 3Y | +29.9% | +348.7% | -318.8% | -18.7% |
| 5Y | -15.4% | +378.7% | -394.1% | -49.7% |
| 10Y | +248.9% | +336.9% | -88.1% | +101.9% |
| All | +248.9% | +329.5% | -80.7% | +101.9% |
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 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