+854.6%
DE vs SAN
+347.0%
+507.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.4% | -2.8% | +0.4% | -1.3% |
| 30D | +9.7% | -0.5% | +10.3% | +9.9% |
| 3M | +21.4% | +22.7% | -1.4% | +12.2% |
| 6M | +15.0% | +28.8% | -13.8% | +3.9% |
| YTD | +46.4% | +26.3% | +20.2% | +31.9% |
| 1Y | +45.6% | +48.8% | -3.2% | +22.6% |
| 3Y | +76.8% | +347.2% | -270.4% | -6.7% |
| 5Y | +99.4% | +383.8% | -284.4% | -3.1% |
| All | +854.6% | +347.0% | +507.6% | +382.1% |
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