+746.7%
GOOGL vs SAN
+329.5%
+417.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | -1.9% | -0.5% | -1.4% | -1.7% |
| 30D | -7.5% | -0.1% | -7.4% | -7.5% |
| 3M | -9.2% | +19.6% | -28.8% | -14.2% |
| 6M | +8.1% | +32.7% | -24.6% | -1.2% |
| YTD | +5.8% | +26.7% | -20.8% | -2.4% |
| 1Y | +38.3% | +51.6% | -13.3% | +20.6% |
| 3Y | +144.8% | +348.7% | -204.0% | +48.5% |
| 5Y | +132.5% | +378.7% | -246.2% | +33.5% |
| 10Y | +746.7% | +336.9% | +409.7% | +391.0% |
| All | +746.7% | +329.5% | +417.1% | +391.0% |
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