+462.0%
NDAQ vs SAN
+246.0%
+216.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.8% |
| 7D | +0.8% | +4.9% | -4.1% | -0.4% |
| 30D | +16.5% | -13.0% | +29.5% | +20.3% |
| 3M | +13.5% | -18.9% | +32.4% | +19.0% |
| 6M | +20.9% | -4.1% | +25.1% | +21.3% |
| YTD | +11.4% | +2.6% | +8.8% | +9.3% |
| 1Y | +25.9% | +16.9% | +9.0% | +19.5% |
| 3Y | +119.9% | +239.1% | -119.2% | +56.8% |
| 5Y | +61.7% | +266.8% | -205.1% | +10.1% |
| All | +462.0% | +246.0% | +216.0% | +261.9% |
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