+521.8%
NOW vs SAN
+275.0%
+246.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.3% |
| 7D | -5.6% | +3.4% | -9.0% | -6.4% |
| 30D | -26.8% | -6.3% | -20.5% | -25.8% |
| 3M | -19.4% | -14.1% | -5.3% | -16.7% |
| 6M | +12.3% | +4.2% | +8.2% | +10.2% |
| YTD | -32.9% | +9.0% | -42.0% | -35.6% |
| 1Y | -40.3% | +18.8% | -59.1% | -44.0% |
| 3Y | -19.1% | +252.0% | -271.1% | -44.0% |
| 5Y | -24.4% | +299.5% | -323.8% | -50.8% |
| 10Y | +521.8% | +276.7% | +245.2% | +299.9% |
| All | +521.8% | +275.0% | +246.8% | +299.9% |
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