+139.9%
IBM vs SAN
+255.1%
-115.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -2.2% | +10.8% | -13.0% | -5.1% |
| 30D | +7.7% | -5.7% | +13.4% | +9.2% |
| 3M | +3.5% | -13.4% | +16.9% | +7.3% |
| 6M | +7.2% | +3.5% | +3.6% | +5.1% |
| YTD | -15.8% | +9.7% | -25.5% | -19.3% |
| 1Y | -19.3% | +20.9% | -40.2% | -24.9% |
| 3Y | +78.0% | +254.3% | -176.3% | +17.3% |
| 5Y | +143.0% | +304.2% | -161.2% | +47.7% |
| 10Y | +139.9% | +260.2% | -120.3% | +45.1% |
| All | +139.9% | +255.1% | -115.2% | +45.1% |
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