+110.7%
FE vs SAN
+267.2%
-156.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.1% | -5.7% | -0.7% |
| 7D | -1.1% | +8.7% | -9.9% | -2.7% |
| 30D | +4.6% | -6.5% | +11.1% | +5.7% |
| 3M | -0.8% | -14.2% | +13.4% | +1.6% |
| 6M | +7.3% | +2.7% | +4.5% | +6.1% |
| YTD | +8.3% | +8.9% | -0.5% | +5.3% |
| 1Y | +5.7% | +23.4% | -17.7% | +0.1% |
| 3Y | +49.0% | +257.9% | -208.9% | +11.6% |
| 5Y | +49.2% | +297.8% | -248.6% | +6.2% |
| 10Y | +110.7% | +259.6% | -148.9% | +32.6% |
| All | +110.7% | +267.2% | -156.6% | +32.6% |
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