+225.5%
FFIV vs SAN
+338.5%
-113.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -1.5% | +3.3% | -4.9% | -2.5% |
| 30D | -2.7% | +1.1% | -3.7% | -3.0% |
| 3M | -1.7% | +22.2% | -23.9% | -7.6% |
| 6M | +36.1% | +36.0% | +0.1% | +23.3% |
| YTD | +52.6% | +28.2% | +24.4% | +39.9% |
| 1Y | +21.5% | +54.1% | -32.6% | +5.0% |
| 3Y | +142.7% | +354.2% | -211.6% | +46.6% |
| 5Y | +92.6% | +387.3% | -294.7% | +9.8% |
| 10Y | +225.5% | +334.8% | -109.3% | +82.1% |
| All | +225.5% | +338.5% | -113.0% | +82.1% |
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