+223.5%
C vs SAN
+236.7%
-13.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +1.8% |
| 7D | -2.4% | +4.9% | -7.3% | -5.2% |
| 30D | -6.0% | -13.0% | +7.0% | +1.4% |
| 3M | -10.5% | -18.9% | +8.3% | +0.2% |
| 6M | -5.7% | -4.1% | -1.6% | -4.5% |
| YTD | +4.1% | +2.6% | +1.6% | +0.2% |
| 1Y | +20.5% | +16.9% | +3.6% | +7.1% |
| 3Y | +208.1% | +239.1% | -30.9% | +37.3% |
| 5Y | +110.4% | +266.8% | -156.4% | -15.5% |
| All | +223.5% | +236.7% | -13.2% | +26.1% |
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