+36.6%
DIS vs SAN
+267.2%
-230.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.1% | -4.1% | -0.1% |
| 7D | +5.3% | +8.7% | -3.4% | +2.3% |
| 30D | +10.2% | -6.5% | +16.7% | +12.6% |
| 3M | +13.5% | -14.2% | +27.7% | +19.2% |
| 6M | +11.1% | +2.7% | +8.4% | +9.2% |
| YTD | +5.5% | +8.9% | -3.4% | +0.6% |
| 1Y | +9.1% | +23.4% | -14.3% | -0.5% |
| 3Y | +36.0% | +257.9% | -222.0% | -17.7% |
| 5Y | -29.8% | +297.8% | -327.6% | -60.6% |
| 10Y | +36.6% | +259.6% | -223.0% | -25.4% |
| All | +36.6% | +267.2% | -230.6% | -25.4% |
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