+32.5%
JD vs SAN
+255.1%
-222.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +5.2% | +10.8% | -5.6% | +1.3% |
| 30D | +4.5% | -5.7% | +10.2% | +6.3% |
| 3M | -15.4% | -13.4% | -2.0% | -11.6% |
| 6M | -6.0% | +3.5% | -9.6% | -8.5% |
| YTD | +2.2% | +9.7% | -7.6% | -3.3% |
| 1Y | -6.7% | +20.9% | -27.5% | -14.9% |
| 3Y | +20.5% | +254.3% | -233.7% | -27.3% |
| 5Y | -58.4% | +304.2% | -362.7% | -76.7% |
| 10Y | +32.5% | +260.2% | -227.8% | -21.4% |
| All | +32.5% | +255.1% | -222.6% | -21.4% |
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