+79.8%
F vs SAN
+236.7%
-156.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.3% |
| 7D | +1.6% | +4.9% | -3.4% | -0.8% |
| 30D | +2.6% | -13.0% | +15.6% | +9.3% |
| 3M | -8.8% | -18.9% | +10.1% | +0.2% |
| 6M | +4.6% | -4.1% | +8.8% | +5.3% |
| YTD | -1.9% | +2.6% | -4.5% | -5.4% |
| 1Y | -0.8% | +16.9% | -17.7% | -10.4% |
| 3Y | +43.5% | +239.1% | -195.6% | -27.0% |
| 5Y | -12.1% | +266.8% | -278.9% | -58.7% |
| All | +79.8% | +236.7% | -156.9% | -20.1% |
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