+221.9%
CVX vs SAN
+329.5%
-107.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +1.0% | -0.5% | +1.4% | +1.1% |
| 30D | +10.7% | -0.1% | +10.7% | +10.5% |
| 3M | +15.5% | +19.6% | -4.2% | +7.1% |
| 6M | +14.9% | +32.7% | -17.8% | +0.9% |
| YTD | +44.2% | +26.7% | +17.5% | +27.5% |
| 1Y | +43.5% | +51.6% | -8.1% | +17.3% |
| 3Y | +45.0% | +348.7% | -303.8% | -28.5% |
| 5Y | +172.2% | +378.7% | -206.6% | +22.2% |
| 10Y | +221.9% | +336.9% | -115.0% | +36.1% |
| All | +221.9% | +329.5% | -107.6% | +36.1% |
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