+216.9%
B vs SAN
+267.7%
-50.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.7% |
| 7D | -6.2% | +1.0% | -7.2% | -6.3% |
| 30D | -6.6% | -9.4% | +2.8% | -5.4% |
| 3M | -7.9% | -17.1% | +9.3% | -5.6% |
| 6M | -16.8% | +2.2% | -19.0% | -16.8% |
| YTD | -11.7% | +6.0% | -17.7% | -12.1% |
| 1Y | +3.5% | +12.7% | -9.2% | +2.3% |
| 3Y | +165.7% | +242.1% | -76.4% | +141.6% |
| 5Y | +108.4% | +293.6% | -185.2% | +85.1% |
| All | +216.9% | +267.7% | -50.8% | +163.4% |
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