+2,715.8%
MSCI vs SAN
+62.2%
+2,653.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | 0.0% | -1.5% |
| 7D | +2.8% | +4.9% | -2.1% | +1.1% |
| 30D | +15.4% | -13.0% | +28.4% | +21.0% |
| 3M | +13.4% | -18.9% | +32.3% | +21.7% |
| 6M | +10.9% | -4.1% | +15.1% | +11.3% |
| YTD | +13.0% | +2.6% | +10.4% | +9.3% |
| 1Y | +12.0% | +16.9% | -4.9% | +3.1% |
| 3Y | +34.1% | +239.1% | -205.0% | -19.1% |
| 5Y | +3.9% | +266.8% | -262.9% | -40.6% |
| 10Y | +802.0% | +246.0% | +556.0% | +376.2% |
| All | +2,715.8% | +62.2% | +2,653.7% | +1,613.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling