+50.3%
O vs SAN
+338.5%
-288.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.6% | +3.3% | -3.9% | -1.3% |
| 30D | -2.0% | +1.1% | -3.0% | -2.2% |
| 3M | +3.0% | +22.2% | -19.2% | -2.0% |
| 6M | -3.6% | +36.0% | -39.7% | -10.9% |
| YTD | +12.1% | +28.2% | -16.2% | +4.4% |
| 1Y | +8.9% | +54.1% | -45.2% | -3.2% |
| 3Y | +30.3% | +354.2% | -323.9% | -14.2% |
| 5Y | +13.7% | +387.3% | -373.6% | -29.3% |
| 10Y | +50.3% | +334.8% | -284.5% | -19.6% |
| All | +50.3% | +338.5% | -288.3% | -19.6% |
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