+329.9%
COP vs SAN
+267.7%
+62.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +2.7% |
| 7D | +3.4% | +1.0% | +2.4% | +2.8% |
| 30D | -0.6% | -9.4% | +8.8% | +2.6% |
| 3M | +10.8% | -17.1% | +27.9% | +18.2% |
| 6M | +19.6% | +2.2% | +17.5% | +15.3% |
| YTD | +52.9% | +6.0% | +46.9% | +40.7% |
| 1Y | +62.2% | +12.7% | +49.5% | +44.7% |
| 3Y | +32.4% | +242.1% | -209.8% | -34.7% |
| 5Y | +129.7% | +293.6% | -163.9% | -1.8% |
| All | +329.9% | +267.7% | +62.2% | +75.5% |
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