+1,060.6%
FLEX vs SAN
+338.5%
+722.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.6% |
| 7D | +7.0% | +3.3% | +3.6% | +5.1% |
| 30D | -5.8% | +1.1% | -6.9% | -6.4% |
| 3M | -24.2% | +22.2% | -46.4% | -31.8% |
| 6M | +90.8% | +36.0% | +54.8% | +63.5% |
| YTD | +89.2% | +28.2% | +60.9% | +65.3% |
| 1Y | +104.7% | +54.1% | +50.6% | +62.8% |
| 3Y | +478.1% | +354.2% | +123.8% | +159.9% |
| 5Y | +726.2% | +387.3% | +338.9% | +242.1% |
| 10Y | +1,060.6% | +334.8% | +725.8% | +358.2% |
| All | +1,060.6% | +338.5% | +722.1% | +358.2% |
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