+504.4%
NOW vs SAN
+267.7%
+236.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.4% |
| 7D | -1.7% | +1.0% | -2.7% | -2.0% |
| 30D | -27.4% | -9.4% | -18.0% | -25.8% |
| 3M | -19.4% | -17.1% | -2.3% | -16.0% |
| 6M | +13.1% | +2.2% | +10.9% | +11.5% |
| YTD | -34.3% | +6.0% | -40.3% | -36.4% |
| 1Y | -41.8% | +12.7% | -54.5% | -44.7% |
| 3Y | -20.7% | +242.1% | -262.9% | -44.8% |
| 5Y | -27.2% | +293.6% | -320.8% | -52.5% |
| All | +504.4% | +267.7% | +236.7% | +289.8% |
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