+183.9%
FDX vs SAN
+347.3%
-163.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | -2.5% | +1.8% | -4.3% | -3.2% |
| 30D | +3.8% | +2.0% | +1.8% | +3.0% |
| 3M | -1.3% | +19.7% | -21.0% | -8.4% |
| 6M | +5.0% | +30.6% | -25.6% | -6.1% |
| YTD | +39.6% | +28.8% | +10.8% | +24.4% |
| 1Y | +81.1% | +57.8% | +23.4% | +48.3% |
| 3Y | +63.0% | +338.1% | -275.1% | -14.1% |
| 5Y | +65.6% | +384.2% | -318.6% | -19.9% |
| All | +183.9% | +347.3% | -163.4% | +37.4% |
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