+151.5%
EXC vs SAN
+338.5%
-187.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +1.2% | +3.3% | -2.1% | +0.6% |
| 30D | -2.7% | +1.1% | -3.8% | -3.0% |
| 3M | -1.0% | +22.2% | -23.2% | -5.2% |
| 6M | -9.3% | +36.0% | -45.3% | -15.4% |
| YTD | +3.6% | +28.2% | -24.6% | -2.7% |
| 1Y | +5.9% | +54.1% | -48.2% | -4.8% |
| 3Y | +21.3% | +354.2% | -333.0% | -17.3% |
| 5Y | +46.2% | +387.3% | -341.1% | -5.8% |
| 10Y | +151.5% | +334.8% | -183.3% | +36.9% |
| All | +151.5% | +338.5% | -187.0% | +36.9% |
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