+3,604.4%
FIX vs SAN
+267.7%
+3,336.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -1.5% |
| 7D | +17.0% | +1.0% | +16.0% | +16.5% |
| 30D | -30.6% | -9.4% | -21.2% | -27.9% |
| 3M | -35.0% | -17.1% | -17.9% | -29.8% |
| 6M | -44.0% | +2.2% | -46.1% | -45.1% |
| YTD | +21.1% | +6.0% | +15.2% | +15.6% |
| 1Y | +16.3% | +12.7% | +3.5% | +7.7% |
| 3Y | +507.4% | +242.1% | +265.2% | +227.9% |
| 5Y | +1,052.1% | +293.6% | +758.5% | +456.2% |
| All | +3,604.4% | +267.7% | +3,336.7% | +1,464.8% |
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