+336.0%
IR vs SAN
+150.9%
+185.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +2.5% | +4.0% | -1.5% | +0.6% |
| 30D | +9.2% | -7.8% | +17.0% | +12.9% |
| 3M | +0.9% | -16.4% | +17.3% | +9.1% |
| 6M | +19.2% | +3.5% | +15.7% | +16.2% |
| YTD | +7.5% | +6.7% | +0.8% | +2.0% |
| 1Y | +11.7% | +14.5% | -2.8% | +2.5% |
| 3Y | +23.9% | +243.5% | -219.6% | -35.5% |
| 5Y | +46.4% | +296.2% | -249.8% | -32.1% |
| All | +336.0% | +150.9% | +185.1% | +130.4% |
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