+200.5%
B vs SAN
+267.2%
-66.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.1% | -1.9% | +3.4% |
| 7D | +11.3% | +8.7% | +2.6% | +10.1% |
| 30D | +2.9% | -6.5% | +9.4% | +3.8% |
| 3M | -2.9% | -14.2% | +11.3% | -0.9% |
| 6M | -1.2% | +2.7% | -3.9% | -1.4% |
| YTD | -1.3% | +8.9% | -10.2% | -2.2% |
| 1Y | +30.4% | +23.4% | +7.0% | +27.7% |
| 3Y | +195.3% | +257.9% | -62.7% | +166.5% |
| 5Y | +146.2% | +297.8% | -151.5% | +117.1% |
| 10Y | +200.5% | +259.6% | -59.1% | +138.4% |
| All | +200.5% | +267.2% | -66.8% | +138.4% |
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