+158.6%
GE vs SAN
+275.0%
-116.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.8% |
| 7D | +4.0% | +3.4% | +0.6% | +2.2% |
| 30D | +11.1% | -6.3% | +17.3% | +14.3% |
| 3M | -6.7% | -14.1% | +7.4% | -0.1% |
| 6M | +14.3% | +4.2% | +10.1% | +10.8% |
| YTD | +11.7% | +9.0% | +2.7% | +5.1% |
| 1Y | +10.9% | +18.8% | -7.9% | -0.2% |
| 3Y | +279.0% | +252.0% | +27.0% | +87.7% |
| 5Y | +427.0% | +299.5% | +127.5% | +131.9% |
| 10Y | +158.6% | +276.7% | -118.1% | +11.4% |
| All | +158.6% | +275.0% | -116.5% | +11.4% |
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