-10.9%
DOW vs SAN
+262.8%
-273.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -6.0% | -0.5% | -5.5% | -5.8% |
| 30D | -2.7% | -0.1% | -2.7% | -2.8% |
| 3M | -10.5% | +19.6% | -30.1% | -19.0% |
| 6M | -12.4% | +32.7% | -45.1% | -26.7% |
| YTD | +30.0% | +26.7% | +3.3% | +9.9% |
| 1Y | +27.8% | +51.6% | -23.8% | -2.5% |
| 3Y | -34.9% | +348.7% | -383.7% | -74.0% |
| 5Y | -35.9% | +378.7% | -414.6% | -76.9% |
| All | -10.9% | +262.8% | -273.7% | -62.2% |
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