+66.5%
DD vs SAN
+329.5%
-263.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.0% |
| 7D | -3.8% | -0.5% | -3.3% | -3.6% |
| 30D | -9.2% | -0.1% | -9.2% | -9.3% |
| 3M | -9.0% | +19.6% | -28.6% | -16.3% |
| 6M | -5.0% | +32.7% | -37.6% | -16.8% |
| YTD | +7.4% | +26.7% | -19.3% | -4.9% |
| 1Y | +35.1% | +51.6% | -16.5% | +9.9% |
| 3Y | +43.2% | +348.7% | -305.5% | -30.9% |
| 5Y | +59.6% | +378.7% | -319.1% | -28.4% |
| 10Y | +66.5% | +336.9% | -270.4% | -23.2% |
| All | +66.5% | +329.5% | -263.0% | -23.2% |
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