+134.9%
AS vs SAN
+214.1%
-79.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.6% |
| 7D | +6.9% | +4.9% | +2.0% | +4.3% |
| 30D | +16.0% | -13.0% | +29.0% | +24.2% |
| 3M | -12.8% | -18.9% | +6.0% | -3.6% |
| 6M | -15.4% | -4.1% | -11.2% | -15.1% |
| YTD | -15.7% | +2.6% | -18.3% | -18.9% |
| 1Y | +6.1% | +16.9% | -10.9% | -4.5% |
| All | +134.9% | +214.1% | -79.2% | +35.8% |
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