+743.6%
FN vs SAN
+236.7%
+506.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.2% | +13.9% | +12.5% |
| 7D | 0.0% | +4.9% | -5.0% | -2.1% |
| 30D | -34.3% | -13.0% | -21.3% | -31.3% |
| 3M | -39.9% | -18.9% | -21.0% | -35.6% |
| 6M | -51.8% | -4.1% | -47.7% | -51.6% |
| YTD | -28.1% | +2.6% | -30.7% | -29.4% |
| 1Y | -29.1% | +16.9% | -46.0% | -33.3% |
| 3Y | +102.4% | +239.1% | -136.6% | +31.2% |
| 5Y | +171.7% | +266.8% | -95.2% | +65.6% |
| All | +743.6% | +236.7% | +506.8% | +450.2% |
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