+83.4%
IYR vs SAN
+267.7%
-184.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.1% |
| 7D | -0.1% | +1.0% | -1.1% | -0.4% |
| 30D | +5.7% | -9.4% | +15.1% | +8.1% |
| 3M | -0.6% | -17.1% | +16.5% | +3.9% |
| 6M | +0.5% | +2.2% | -1.6% | -0.8% |
| YTD | +10.4% | +6.0% | +4.4% | +7.1% |
| 1Y | +9.2% | +12.7% | -3.5% | +4.1% |
| 3Y | +40.5% | +242.1% | -201.6% | -2.9% |
| 5Y | +5.9% | +293.6% | -287.7% | -31.7% |
| All | +83.4% | +267.7% | -184.3% | +6.8% |
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