+572.1%
ON vs SAN
+347.0%
+225.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -4.7% | -2.8% | -1.9% | -3.1% |
| 30D | -13.5% | -0.5% | -12.9% | -13.3% |
| 3M | -36.3% | +22.7% | -59.0% | -43.6% |
| 6M | +17.8% | +28.8% | -11.0% | +0.7% |
| YTD | +29.6% | +26.3% | +3.3% | +10.9% |
| 1Y | +45.8% | +48.8% | -3.1% | +12.8% |
| 3Y | -28.3% | +347.2% | -375.6% | -73.2% |
| 5Y | +49.6% | +383.8% | -334.1% | -48.9% |
| All | +572.1% | +347.0% | +225.1% | +131.4% |
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