+425.7%
META vs SAN
+267.2%
+158.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.1% | -1.0% | +3.0% |
| 7D | +5.7% | +8.7% | -3.0% | +2.7% |
| 30D | -10.8% | -6.5% | -4.3% | -8.8% |
| 3M | +8.4% | -14.2% | +22.6% | +14.0% |
| 6M | +5.4% | +2.7% | +2.7% | +3.9% |
| YTD | -2.6% | +8.9% | -11.5% | -6.4% |
| 1Y | +3.5% | +23.4% | -19.9% | -4.7% |
| 3Y | +102.0% | +257.9% | -155.9% | +28.0% |
| 5Y | +93.1% | +297.8% | -204.7% | +14.9% |
| 10Y | +425.7% | +259.6% | +166.1% | +220.2% |
| All | +425.7% | +267.2% | +158.4% | +220.2% |
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