+292.5%
LOW vs SAN
+267.7%
+24.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.9% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | +21.3% | -9.4% | +30.6% | +24.8% |
| 3M | +6.0% | -17.1% | +23.1% | +11.9% |
| 6M | +2.6% | +2.2% | +0.4% | +1.1% |
| YTD | -3.6% | +6.0% | -9.6% | -6.9% |
| 1Y | -1.0% | +12.7% | -13.7% | -6.2% |
| 3Y | +24.2% | +242.1% | -218.0% | -20.2% |
| 5Y | +6.3% | +293.6% | -287.3% | -37.1% |
| All | +292.5% | +267.7% | +24.8% | +132.9% |
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