+356.1%
ALL vs SAN
+338.5%
+17.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -1.7% | +3.3% | -5.0% | -2.6% |
| 30D | -4.7% | +1.1% | -5.8% | -5.0% |
| 3M | +18.4% | +22.2% | -3.8% | +11.4% |
| 6M | +20.5% | +36.0% | -15.5% | +9.2% |
| YTD | +23.5% | +28.2% | -4.7% | +13.0% |
| 1Y | +29.0% | +54.1% | -25.1% | +11.3% |
| 3Y | +153.7% | +354.2% | -200.5% | +52.0% |
| 5Y | +114.8% | +387.3% | -272.5% | +21.6% |
| 10Y | +356.1% | +334.8% | +21.3% | +153.0% |
| All | +356.1% | +338.5% | +17.6% | +153.0% |
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