+340.0%
IR vs SAN
+158.1%
+181.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | +1.5% | +10.8% | -9.2% | -3.3% |
| 30D | +9.0% | -5.7% | +14.8% | +11.7% |
| 3M | -0.9% | -13.4% | +12.6% | +5.5% |
| 6M | +13.4% | +3.5% | +9.9% | +10.5% |
| YTD | +8.5% | +9.7% | -1.3% | +1.6% |
| 1Y | +11.3% | +20.9% | -9.6% | -0.5% |
| 3Y | +26.0% | +254.3% | -228.3% | -35.3% |
| 5Y | +47.9% | +304.2% | -256.4% | -31.9% |
| All | +340.0% | +158.1% | +181.9% | +129.6% |
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