+325.1%
COP vs SAN
+338.5%
-13.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.8% |
| 7D | -0.8% | +3.3% | -4.2% | -2.2% |
| 30D | +15.6% | +1.1% | +14.5% | +14.9% |
| 3M | +14.3% | +22.2% | -7.9% | +3.9% |
| 6M | +17.0% | +36.0% | -19.0% | -0.7% |
| YTD | +47.4% | +28.2% | +19.2% | +26.8% |
| 1Y | +52.4% | +54.1% | -1.7% | +19.5% |
| 3Y | +20.8% | +354.2% | -333.4% | -47.2% |
| 5Y | +191.7% | +387.3% | -195.6% | +14.3% |
| 10Y | +325.1% | +334.8% | -9.7% | +55.6% |
| All | +325.1% | +338.5% | -13.5% | +55.6% |
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