+293.0%
LOW vs SAN
+270.1%
+22.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.1% |
| 7D | +1.4% | +4.0% | -2.6% | +0.2% |
| 30D | +21.7% | -7.8% | +29.5% | +24.6% |
| 3M | +5.0% | -16.4% | +21.4% | +10.6% |
| 6M | +4.6% | +3.5% | +1.1% | +2.6% |
| YTD | -3.5% | +6.7% | -10.2% | -7.0% |
| 1Y | +0.5% | +14.5% | -13.9% | -5.3% |
| 3Y | +24.8% | +243.5% | -218.7% | -19.8% |
| 5Y | +6.5% | +296.2% | -289.7% | -37.2% |
| All | +293.0% | +270.1% | +22.9% | +132.7% |
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