+547.9%
FAST vs SAN
+267.2%
+280.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.1% | -3.2% | +1.5% |
| 7D | +3.8% | +8.7% | -4.9% | +1.7% |
| 30D | +8.1% | -6.5% | +14.6% | +9.7% |
| 3M | +5.8% | -14.2% | +20.0% | +9.5% |
| 6M | +24.9% | +2.7% | +22.1% | +23.0% |
| YTD | +38.9% | +8.9% | +30.1% | +33.7% |
| 1Y | +36.5% | +23.4% | +13.1% | +27.1% |
| 3Y | +98.1% | +257.9% | -159.8% | +36.2% |
| 5Y | +109.3% | +297.8% | -188.4% | +35.3% |
| 10Y | +547.9% | +259.6% | +288.3% | +327.0% |
| All | +547.9% | +267.2% | +280.7% | +327.0% |
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