+144.3%
IWM vs SAN
+267.7%
-123.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.6% |
| 7D | +2.8% | +1.0% | +1.8% | +2.3% |
| 30D | +0.6% | -9.4% | +10.0% | +4.2% |
| 3M | -7.8% | -17.1% | +9.4% | -1.4% |
| 6M | -1.0% | +2.2% | -3.1% | -2.7% |
| YTD | +13.9% | +6.0% | +7.9% | +9.2% |
| 1Y | +15.4% | +12.7% | +2.7% | +7.9% |
| 3Y | +70.2% | +242.1% | -171.9% | -0.4% |
| 5Y | +23.7% | +293.6% | -269.9% | -34.2% |
| All | +144.3% | +267.7% | -123.4% | +23.8% |
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