+183.8%
EXC vs SAN
+267.2%
-83.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.1% | -6.1% | -1.1% |
| 7D | -1.7% | +8.7% | -10.4% | -3.3% |
| 30D | +9.3% | -6.5% | +15.8% | +10.5% |
| 3M | +1.0% | -14.2% | +15.2% | +3.8% |
| 6M | +5.9% | +2.7% | +3.2% | +4.6% |
| YTD | +7.6% | +8.9% | -1.2% | +4.1% |
| 1Y | +2.4% | +23.4% | -21.0% | -3.8% |
| 3Y | +30.2% | +257.9% | -227.7% | -6.5% |
| 5Y | +41.4% | +297.8% | -256.4% | -4.6% |
| 10Y | +183.8% | +259.6% | -75.8% | +65.0% |
| All | +183.8% | +267.2% | -83.5% | +65.0% |
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