+3,644.4%
FIX vs SAN
+255.1%
+3,389.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -13.9% | +10.8% | -24.7% | -18.4% |
| 30D | -35.5% | -5.7% | -29.8% | -34.3% |
| 3M | -33.9% | -13.4% | -20.5% | -30.1% |
| 6M | -43.3% | +3.5% | -46.9% | -44.8% |
| YTD | +18.7% | +9.7% | +8.9% | +11.5% |
| 1Y | +13.8% | +20.9% | -7.1% | +2.1% |
| 3Y | +495.0% | +254.3% | +240.7% | +216.9% |
| 5Y | +1,049.0% | +304.2% | +744.8% | +450.0% |
| 10Y | +3,644.4% | +260.2% | +3,384.2% | +1,525.3% |
| All | +3,644.4% | +255.1% | +3,389.3% | +1,525.3% |
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