+376.0%
NDAQ vs SAN
+338.5%
+37.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -2.6% | +3.3% | -5.9% | -3.4% |
| 30D | +0.5% | +1.1% | -0.6% | +0.2% |
| 3M | +9.9% | +22.2% | -12.3% | +4.4% |
| 6M | +8.2% | +36.0% | -27.8% | -0.4% |
| YTD | -1.5% | +28.2% | -29.7% | -8.1% |
| 1Y | +1.3% | +54.1% | -52.8% | -10.0% |
| 3Y | +92.6% | +354.2% | -261.7% | +28.4% |
| 5Y | +53.8% | +387.3% | -333.5% | -2.0% |
| 10Y | +376.0% | +334.8% | +41.1% | +191.9% |
| All | +376.0% | +338.5% | +37.4% | +191.9% |
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