+102.2%
DG vs SAN
+329.5%
-227.3%
-72.6%
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% | -2.4% |
| 7D | -4.8% | -0.5% | -4.4% | -4.8% |
| 30D | +1.8% | -0.1% | +1.8% | +1.7% |
| 3M | +14.5% | +19.6% | -5.2% | +11.7% |
| 6M | -13.6% | +32.7% | -46.2% | -16.8% |
| YTD | -4.8% | +26.7% | -31.5% | -8.2% |
| 1Y | +21.6% | +51.6% | -30.1% | +14.6% |
| 3Y | +4.5% | +348.7% | -344.3% | -15.5% |
| 5Y | -38.5% | +378.7% | -417.2% | -51.6% |
| 10Y | +102.2% | +336.9% | -234.7% | +61.6% |
| All | +102.2% | +329.5% | -227.3% | +61.6% |
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