+1,278.0%
AAPL vs SAN
+357.1%
+920.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.5% | +1.1% |
| 7D | +3.8% | +0.2% | +3.6% | +3.8% |
| 30D | +9.9% | +0.9% | +9.0% | +9.6% |
| 3M | +12.5% | +19.1% | -6.6% | +6.7% |
| 6M | +27.6% | +33.2% | -5.6% | +16.6% |
| YTD | +22.6% | +29.1% | -6.6% | +12.6% |
| 1Y | +45.0% | +50.2% | -5.3% | +27.2% |
| 3Y | +87.8% | +351.0% | -263.3% | +18.1% |
| 5Y | +128.7% | +394.7% | -266.0% | +35.7% |
| All | +1,278.0% | +357.1% | +920.9% | +752.2% |
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