+111.8%
DG vs SAN
+255.1%
-143.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +5.2% | +10.8% | -5.6% | +3.8% |
| 30D | +7.9% | -5.7% | +13.7% | +8.6% |
| 3M | +12.7% | -13.4% | +26.2% | +14.7% |
| 6M | +22.4% | +3.5% | +18.9% | +21.5% |
| YTD | +5.4% | +9.7% | -4.3% | +3.5% |
| 1Y | +39.4% | +20.9% | +18.5% | +35.2% |
| 3Y | +24.1% | +254.3% | -230.2% | +3.4% |
| 5Y | -32.2% | +304.2% | -336.4% | -45.5% |
| 10Y | +111.8% | +260.2% | -148.4% | +75.2% |
| All | +111.8% | +255.1% | -143.3% | +75.2% |
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