+35.3%
D vs SAN
+338.5%
-303.3%
-52.2%
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% | +0.6% |
| 7D | +0.8% | +3.3% | -2.6% | +0.3% |
| 30D | -0.7% | +1.1% | -1.8% | -0.9% |
| 3M | +2.1% | +22.2% | -20.1% | -0.9% |
| 6M | +6.8% | +36.0% | -29.2% | +1.9% |
| YTD | +16.5% | +28.2% | -11.7% | +11.8% |
| 1Y | +19.2% | +54.1% | -35.0% | +11.1% |
| 3Y | +61.9% | +354.2% | -292.4% | +27.3% |
| 5Y | +6.5% | +387.3% | -380.7% | -18.8% |
| 10Y | +35.3% | +334.8% | -299.5% | -5.7% |
| All | +35.3% | +338.5% | -303.3% | -5.7% |
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