+1,381.0%
NET vs SAN
+258.9%
+1,122.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.4% | -9.0% | -4.5% |
| 7D | -16.4% | +4.5% | -20.9% | -17.6% |
| 30D | -25.8% | -12.1% | -13.8% | -23.0% |
| 3M | -11.5% | -15.6% | +4.0% | -7.1% |
| 6M | +18.9% | +5.8% | +13.1% | +16.0% |
| YTD | +35.2% | +5.5% | +29.8% | +31.2% |
| 1Y | +14.5% | +23.6% | -9.1% | +5.6% |
| 3Y | +313.8% | +244.9% | +68.9% | +176.9% |
| 5Y | +32.6% | +282.2% | -249.6% | -17.1% |
| All | +1,381.0% | +258.9% | +1,122.1% | +816.2% |
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