+5,892.0%
FIX vs SAN
+345.3%
+5,546.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | +6.0% | +1.8% | +4.3% | +5.1% |
| 30D | -7.2% | +2.0% | -9.2% | -8.2% |
| 3M | -15.9% | +19.7% | -35.6% | -22.5% |
| 6M | +12.7% | +30.6% | -17.9% | -0.3% |
| YTD | +72.8% | +28.8% | +43.9% | +52.4% |
| 1Y | +122.9% | +57.8% | +65.1% | +79.0% |
| 3Y | +774.3% | +338.1% | +436.2% | +329.9% |
| 5Y | +2,049.5% | +384.2% | +1,665.3% | +865.4% |
| All | +5,892.0% | +345.3% | +5,546.6% | +2,392.4% |
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