+834.9%
MSCI vs SAN
+267.7%
+567.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.7% |
| 7D | -0.7% | +1.0% | -1.7% | -1.0% |
| 30D | +16.2% | -9.4% | +25.5% | +19.4% |
| 3M | +16.1% | -17.1% | +33.3% | +22.3% |
| 6M | +12.9% | +2.2% | +10.8% | +11.1% |
| YTD | +14.8% | +6.0% | +8.8% | +10.5% |
| 1Y | +13.8% | +12.7% | +1.1% | +7.3% |
| 3Y | +31.2% | +242.1% | -210.9% | -15.4% |
| 5Y | +5.6% | +293.6% | -288.1% | -36.5% |
| All | +834.9% | +267.7% | +567.2% | +497.6% |
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