+131.6%
IBM vs SAN
+338.5%
-207.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +0.3% | +3.3% | -3.0% | -0.7% |
| 30D | -1.5% | +1.1% | -2.6% | -1.9% |
| 3M | -16.8% | +22.2% | -39.0% | -21.8% |
| 6M | -9.0% | +36.0% | -45.0% | -17.5% |
| YTD | -20.1% | +28.2% | -48.3% | -26.4% |
| 1Y | -7.0% | +54.1% | -61.1% | -19.1% |
| 3Y | +72.4% | +354.2% | -281.9% | +5.9% |
| 5Y | +112.0% | +387.3% | -275.3% | +22.2% |
| 10Y | +131.6% | +334.8% | -203.3% | +30.2% |
| All | +131.6% | +338.5% | -207.0% | +30.2% |
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