+3,653.2%
FIX vs SAN
+236.7%
+3,416.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.2% | +7.7% | +6.5% |
| 7D | -17.5% | +4.9% | -22.4% | -19.9% |
| 30D | -41.6% | -13.0% | -28.6% | -38.2% |
| 3M | -40.6% | -18.9% | -21.7% | -35.3% |
| 6M | -49.4% | -4.1% | -45.2% | -49.0% |
| YTD | +9.2% | +2.6% | +6.6% | +5.7% |
| 1Y | +6.5% | +16.9% | -10.5% | -3.1% |
| 3Y | +448.7% | +239.1% | +209.7% | +197.9% |
| 5Y | +948.7% | +266.8% | +681.9% | +425.2% |
| All | +3,653.2% | +236.7% | +3,416.5% | +1,597.2% |
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