+41.6%
D vs SAN
+236.7%
-195.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -1.2% |
| 7D | +3.0% | +4.9% | -1.9% | +2.3% |
| 30D | +11.5% | -13.0% | +24.5% | +13.5% |
| 3M | +3.7% | -18.9% | +22.6% | +6.5% |
| 6M | +13.5% | -4.1% | +17.7% | +13.7% |
| YTD | +20.7% | +2.6% | +18.1% | +19.1% |
| 1Y | +18.2% | +16.9% | +1.3% | +14.4% |
| 3Y | +73.3% | +239.1% | -165.7% | +41.7% |
| 5Y | +12.3% | +266.8% | -254.6% | -10.9% |
| All | +41.6% | +236.7% | -195.1% | +4.1% |
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