-50.4%
COMP vs SAN
+347.9%
-398.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.8% | -8.2% | -7.9% |
| 7D | +7.2% | +10.8% | -3.6% | +0.4% |
| 30D | +6.4% | -5.7% | +12.1% | +10.3% |
| 3M | -19.4% | -13.4% | -6.0% | -12.0% |
| 6M | +14.6% | +3.5% | +11.0% | +12.4% |
| YTD | -5.5% | +9.7% | -15.2% | -10.7% |
| 1Y | +13.7% | +20.9% | -7.2% | +1.1% |
| 3Y | +409.7% | +254.3% | +155.4% | +114.7% |
| 5Y | -17.0% | +304.2% | -321.2% | -71.0% |
| All | -50.4% | +347.9% | -398.3% | -83.3% |
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