+504.6%
NOW vs SAN
+267.2%
+237.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.4% | -0.7% |
| 7D | -3.1% | +8.7% | -11.8% | -5.1% |
| 30D | -27.0% | -6.5% | -20.6% | -26.0% |
| 3M | -17.7% | -14.2% | -3.5% | -15.0% |
| 6M | +12.7% | +2.7% | +10.0% | +11.0% |
| YTD | -32.9% | +8.9% | -41.8% | -35.5% |
| 1Y | -40.4% | +23.4% | -63.8% | -44.7% |
| 3Y | -17.1% | +257.9% | -275.0% | -42.8% |
| 5Y | -25.7% | +297.8% | -323.4% | -51.5% |
| 10Y | +504.6% | +259.6% | +245.0% | +302.3% |
| All | +504.6% | +267.2% | +237.4% | +302.3% |
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