+55.2%
HYG vs SAN
+357.1%
-301.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.3% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | -0.7% | +0.9% | -1.7% | -0.9% |
| 3M | -0.2% | +19.1% | -19.3% | -2.2% |
| 6M | +1.4% | +33.2% | -31.8% | -2.1% |
| YTD | +1.5% | +29.1% | -27.7% | -1.9% |
| 1Y | +2.9% | +50.2% | -47.3% | -2.4% |
| 3Y | +25.6% | +351.0% | -325.4% | +3.6% |
| 5Y | +18.6% | +394.7% | -376.1% | -5.0% |
| All | +55.2% | +357.1% | -301.9% | +19.4% |
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