+76.2%
O vs SAN
+270.1%
-193.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -0.4% | +4.0% | -4.4% | -1.3% |
| 30D | +7.1% | -7.8% | +14.9% | +8.9% |
| 3M | -5.2% | -16.4% | +11.1% | -1.6% |
| 6M | -1.8% | +3.5% | -5.3% | -3.3% |
| YTD | +9.1% | +6.7% | +2.4% | +5.7% |
| 1Y | +9.7% | +14.5% | -4.8% | +4.3% |
| 3Y | +39.1% | +243.5% | -204.4% | -2.5% |
| 5Y | +8.4% | +296.2% | -287.8% | -29.5% |
| All | +76.2% | +270.1% | -193.9% | +1.4% |
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