+152.0%
GE vs SAN
+329.5%
-177.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.2% |
| 7D | -1.2% | -0.5% | -0.8% | -1.0% |
| 30D | -11.3% | -0.1% | -11.2% | -11.3% |
| 3M | -1.4% | +19.6% | -21.0% | -10.1% |
| 6M | +1.2% | +32.7% | -31.5% | -12.3% |
| YTD | +5.9% | +26.7% | -20.8% | -6.9% |
| 1Y | +18.4% | +51.6% | -33.2% | -5.2% |
| 3Y | +271.0% | +348.7% | -77.8% | +64.4% |
| 5Y | +417.9% | +378.7% | +39.2% | +110.6% |
| 10Y | +152.0% | +336.9% | -185.0% | -0.5% |
| All | +152.0% | +329.5% | -177.6% | -0.5% |
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