+475.8%
NDAQ vs SAN
+255.1%
+220.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +2.9% | +10.8% | -7.9% | +0.3% |
| 30D | +17.5% | -5.7% | +23.2% | +18.9% |
| 3M | +15.4% | -13.4% | +28.9% | +19.1% |
| 6M | +24.6% | +3.5% | +21.1% | +22.6% |
| YTD | +14.4% | +9.7% | +4.7% | +10.4% |
| 1Y | +26.9% | +20.9% | +6.1% | +19.5% |
| 3Y | +119.8% | +254.3% | -134.5% | +55.1% |
| 5Y | +70.5% | +304.2% | -233.7% | +13.2% |
| 10Y | +475.8% | +260.2% | +215.6% | +265.9% |
| All | +475.8% | +255.1% | +220.7% | +265.9% |
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