+95.1%
F vs SAN
+347.3%
-252.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +5.3% | +1.8% | +3.6% | +4.4% |
| 30D | +4.6% | +2.0% | +2.6% | +3.6% |
| 3M | -3.7% | +19.7% | -23.4% | -12.1% |
| 6M | +16.8% | +30.6% | -13.8% | +1.7% |
| YTD | +15.3% | +28.8% | -13.6% | +0.3% |
| 1Y | +31.0% | +57.8% | -26.8% | +2.7% |
| 3Y | +45.4% | +338.1% | -292.7% | -34.1% |
| 5Y | +54.7% | +384.2% | -329.6% | -36.0% |
| All | +95.1% | +347.3% | -252.2% | -24.9% |
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