+156.3%
FDX vs SAN
+267.2%
-111.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.1% | -2.7% | +1.1% |
| 7D | +0.2% | +8.7% | -8.5% | -3.0% |
| 30D | +9.3% | -6.5% | +15.8% | +11.9% |
| 3M | +0.5% | -14.2% | +14.7% | +6.0% |
| 6M | +5.3% | +2.7% | +2.6% | +3.1% |
| YTD | +38.6% | +8.9% | +29.7% | +31.1% |
| 1Y | +53.5% | +23.4% | +30.1% | +37.9% |
| 3Y | +74.2% | +257.9% | -183.7% | -1.1% |
| 5Y | +75.3% | +297.8% | -222.5% | -8.5% |
| 10Y | +156.3% | +259.6% | -103.3% | +38.5% |
| All | +156.3% | +267.2% | -111.0% | +38.5% |
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