+149.9%
IBM vs SAN
+267.2%
-117.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.7% | -1.3% |
| 7D | -2.5% | +8.7% | -11.3% | -4.9% |
| 30D | +8.4% | -6.5% | +14.8% | +10.2% |
| 3M | +4.5% | -14.2% | +18.7% | +8.6% |
| 6M | +7.9% | +2.7% | +5.2% | +6.1% |
| YTD | -15.2% | +8.9% | -24.1% | -18.6% |
| 1Y | -17.6% | +23.4% | -41.0% | -23.7% |
| 3Y | +82.1% | +257.9% | -175.9% | +19.5% |
| 5Y | +143.3% | +297.8% | -154.4% | +48.7% |
| 10Y | +149.9% | +259.6% | -109.7% | +51.3% |
| All | +149.9% | +267.2% | -117.3% | +51.3% |
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