+2,271.9%
D vs SAN
+2,116.5%
+155.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +1.5% | +1.8% | -0.3% | +1.2% |
| 30D | -2.6% | +2.0% | -4.6% | -2.9% |
| 3M | 0.0% | +19.7% | -19.7% | -2.8% |
| 6M | +7.4% | +30.6% | -23.3% | +2.7% |
| YTD | +15.9% | +28.8% | -13.0% | +10.7% |
| 1Y | +18.1% | +57.8% | -39.6% | +9.3% |
| 3Y | +58.4% | +338.1% | -279.7% | +24.3% |
| 5Y | +5.2% | +384.2% | -379.0% | -20.3% |
| 10Y | +35.9% | +353.1% | -317.3% | -1.0% |
| All | +2,271.9% | +2,116.5% | +155.4% | +1,277.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling