+123.4%
FE vs SAN
+270.1%
-146.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +1.2% | +4.0% | -2.8% | +0.5% |
| 30D | +4.5% | -7.8% | +12.4% | +5.9% |
| 3M | +1.3% | -16.4% | +17.7% | +4.3% |
| 6M | +8.7% | +3.5% | +5.1% | +7.3% |
| YTD | +9.2% | +6.7% | +2.5% | +6.5% |
| 1Y | +7.0% | +14.5% | -7.5% | +2.8% |
| 3Y | +51.4% | +243.5% | -192.1% | +14.2% |
| 5Y | +47.7% | +296.2% | -248.5% | +5.0% |
| All | +123.4% | +270.1% | -146.7% | +41.0% |
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