+291.9%
C vs SAN
+347.3%
-55.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.2% |
| 7D | +3.6% | +1.8% | +1.9% | +2.6% |
| 30D | +0.1% | +2.0% | -1.9% | -1.1% |
| 3M | +2.4% | +19.7% | -17.3% | -8.0% |
| 6M | +24.9% | +30.6% | -5.7% | +6.1% |
| YTD | +19.8% | +28.8% | -9.0% | +1.8% |
| 1Y | +44.9% | +57.8% | -12.9% | +8.7% |
| 3Y | +263.0% | +338.1% | -75.1% | +40.5% |
| 5Y | +129.5% | +384.2% | -254.7% | -21.3% |
| All | +291.9% | +347.3% | -55.4% | +31.7% |
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