-45.9%
CHTR vs SAN
+357.1%
-402.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.5% | +3.2% |
| 7D | -4.1% | +0.2% | -4.3% | -4.1% |
| 30D | -3.0% | +0.9% | -3.9% | -3.1% |
| 3M | +4.8% | +19.1% | -14.3% | +1.0% |
| 6M | -35.0% | +33.2% | -68.2% | -39.1% |
| YTD | -30.2% | +29.1% | -59.3% | -34.4% |
| 1Y | -44.8% | +50.2% | -95.0% | -49.9% |
| 3Y | -66.6% | +351.0% | -417.6% | -76.4% |
| 5Y | -81.5% | +394.7% | -476.2% | -87.5% |
| All | -45.9% | +357.1% | -402.9% | -64.9% |
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