+371.6%
ALL vs SAN
+270.1%
+101.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +5.0% | +4.0% | +1.0% | +3.8% |
| 30D | +13.3% | -7.8% | +21.1% | +15.5% |
| 3M | +3.2% | -16.4% | +19.5% | +7.8% |
| 6M | +25.3% | +3.5% | +21.8% | +22.6% |
| YTD | +30.5% | +6.7% | +23.8% | +24.8% |
| 1Y | +29.2% | +14.5% | +14.7% | +20.8% |
| 3Y | +119.1% | +243.5% | -124.4% | +41.4% |
| 5Y | +162.6% | +296.2% | -133.6% | +56.3% |
| All | +371.6% | +270.1% | +101.5% | +178.0% |
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