+48.8%
D vs SAN
+267.7%
-218.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.4% |
| 7D | -3.1% | +1.0% | -4.1% | -3.2% |
| 30D | +8.4% | -9.4% | +17.7% | +9.7% |
| 3M | +0.2% | -17.1% | +17.4% | +2.6% |
| 6M | +9.5% | +2.2% | +7.3% | +8.6% |
| YTD | +18.8% | +6.0% | +12.8% | +16.7% |
| 1Y | +14.7% | +12.7% | +2.0% | +11.6% |
| 3Y | +72.9% | +242.1% | -169.2% | +41.2% |
| 5Y | +13.1% | +293.6% | -280.5% | -11.2% |
| All | +48.8% | +267.7% | -218.9% | +11.6% |
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