-49.3%
COMP vs SAN
+318.6%
-368.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.2% | +13.0% | +12.2% |
| 7D | +13.4% | +4.9% | +8.5% | +10.0% |
| 30D | +11.1% | -13.0% | +24.1% | +21.1% |
| 3M | -18.8% | -18.9% | 0.0% | -7.7% |
| 6M | +10.5% | -4.1% | +14.6% | +13.8% |
| YTD | -3.4% | +2.6% | -6.0% | -4.7% |
| 1Y | +19.7% | +16.9% | +2.8% | +8.9% |
| 3Y | +381.6% | +239.1% | +142.5% | +108.2% |
| 5Y | -17.6% | +266.8% | -284.4% | -69.8% |
| All | -49.3% | +318.6% | -368.0% | -82.2% |
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