+533.3%
FAST vs SAN
+270.1%
+263.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +4.2% | +4.0% | +0.1% | +3.1% |
| 30D | +6.7% | -7.8% | +14.5% | +8.6% |
| 3M | +8.0% | -16.4% | +24.4% | +12.5% |
| 6M | +27.4% | +3.5% | +23.9% | +25.3% |
| YTD | +40.5% | +6.7% | +33.8% | +35.9% |
| 1Y | +38.4% | +14.5% | +23.9% | +31.3% |
| 3Y | +98.7% | +243.5% | -144.8% | +38.0% |
| 5Y | +106.7% | +296.2% | -189.5% | +33.7% |
| All | +533.3% | +270.1% | +263.2% | +324.1% |
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