+222.2%
ACWI vs SAN
+267.2%
-45.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.5% | +0.7% |
| 7D | +0.3% | +8.7% | -8.4% | -2.3% |
| 30D | -2.8% | -6.5% | +3.7% | -1.0% |
| 3M | -3.2% | -14.2% | +11.0% | +1.2% |
| 6M | +1.3% | +2.7% | -1.4% | -0.3% |
| YTD | +11.2% | +8.9% | +2.4% | +6.7% |
| 1Y | +13.8% | +23.4% | -9.6% | +4.9% |
| 3Y | +76.2% | +257.9% | -181.8% | +13.4% |
| 5Y | +59.5% | +297.8% | -238.3% | -4.1% |
| 10Y | +222.2% | +259.6% | -37.4% | +91.1% |
| All | +222.2% | +267.2% | -45.0% | +91.1% |
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