+227.1%
LOW vs SAN
+347.0%
-119.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.6% | -2.8% | +0.2% | -1.8% |
| 30D | -11.1% | -0.5% | -10.6% | -11.0% |
| 3M | -8.5% | +22.7% | -31.2% | -14.4% |
| 6M | -20.8% | +28.8% | -49.6% | -27.2% |
| YTD | -17.2% | +26.3% | -43.5% | -24.0% |
| 1Y | -24.7% | +48.8% | -73.6% | -34.5% |
| 3Y | -9.7% | +347.2% | -357.0% | -46.4% |
| 5Y | +6.0% | +383.8% | -377.8% | -41.1% |
| All | +227.1% | +347.0% | -119.9% | +82.7% |
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