+207.2%
C vs SAN
+267.7%
-60.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +1.5% |
| 7D | +4.7% | +1.0% | +3.7% | +4.0% |
| 30D | +0.2% | -9.4% | +9.5% | +5.4% |
| 3M | -9.3% | -17.1% | +7.8% | +0.3% |
| 6M | -0.8% | +2.2% | -3.0% | -3.2% |
| YTD | +8.5% | +6.0% | +2.5% | +2.3% |
| 1Y | +23.1% | +12.7% | +10.4% | +11.8% |
| 3Y | +220.8% | +242.1% | -21.4% | +42.1% |
| 5Y | +112.4% | +293.6% | -181.2% | -18.6% |
| All | +207.2% | +267.7% | -60.5% | +13.7% |
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