+221.6%
ACWI vs SAN
+255.1%
-33.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -0.2% | +10.8% | -10.9% | -3.4% |
| 30D | -3.3% | -5.7% | +2.5% | -1.7% |
| 3M | -3.4% | -13.4% | +10.0% | +0.7% |
| 6M | +0.8% | +3.5% | -2.7% | -1.0% |
| YTD | +10.7% | +9.7% | +1.0% | +6.0% |
| 1Y | +11.6% | +20.9% | -9.3% | +3.5% |
| 3Y | +73.4% | +254.3% | -180.9% | +11.9% |
| 5Y | +60.2% | +304.2% | -244.0% | -4.2% |
| 10Y | +221.6% | +260.2% | -38.7% | +90.5% |
| All | +221.6% | +255.1% | -33.5% | +90.5% |
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