+28.9%
JD vs SAN
+267.2%
-238.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.1% | -8.6% | -4.6% |
| 7D | +7.9% | +8.7% | -0.8% | +4.6% |
| 30D | +4.8% | -6.5% | +11.3% | +6.9% |
| 3M | -13.9% | -14.2% | +0.3% | -9.8% |
| 6M | -5.8% | +2.7% | -8.5% | -8.0% |
| YTD | +2.4% | +8.9% | -6.5% | -2.8% |
| 1Y | -7.5% | +23.4% | -30.9% | -16.4% |
| 3Y | +20.9% | +257.9% | -237.1% | -27.4% |
| 5Y | -58.0% | +297.8% | -355.8% | -76.3% |
| 10Y | +28.9% | +259.6% | -230.7% | -23.3% |
| All | +28.9% | +267.2% | -238.4% | -23.3% |
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