+67.3%
F vs SAN
+270.1%
-202.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -3.1% | +4.0% | -7.1% | -5.0% |
| 30D | 0.0% | -7.8% | +7.9% | +3.5% |
| 3M | -13.2% | -16.4% | +3.1% | -6.1% |
| 6M | -10.2% | +3.5% | -13.7% | -13.0% |
| YTD | -4.9% | +6.7% | -11.6% | -10.2% |
| 1Y | -6.1% | +14.5% | -20.6% | -14.4% |
| 3Y | +46.0% | +243.5% | -197.5% | -26.5% |
| 5Y | -15.7% | +296.2% | -311.9% | -62.1% |
| All | +67.3% | +270.1% | -202.8% | -30.8% |
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