+74.3%
F vs SAN
+255.1%
-180.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | +1.0% | +10.8% | -9.8% | -4.0% |
| 30D | +2.1% | -5.7% | +7.9% | +4.6% |
| 3M | -10.3% | -13.4% | +3.2% | -4.5% |
| 6M | +3.3% | +3.5% | -0.3% | 0.0% |
| YTD | -2.0% | +9.7% | -11.7% | -8.6% |
| 1Y | -2.3% | +20.9% | -23.2% | -13.2% |
| 3Y | +49.9% | +254.3% | -204.4% | -25.3% |
| 5Y | -12.5% | +304.2% | -316.7% | -60.9% |
| 10Y | +74.3% | +260.2% | -186.0% | -25.0% |
| All | +74.3% | +255.1% | -180.8% | -25.0% |
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