+251.6%
ORCL vs SAN
+267.2%
-15.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.1% | -3.0% | +1.5% |
| 7D | +0.5% | +8.7% | -8.2% | -2.0% |
| 30D | -15.3% | -6.5% | -8.8% | -13.9% |
| 3M | -18.2% | -14.2% | -4.0% | -14.8% |
| 6M | -38.4% | +2.7% | -41.2% | -39.0% |
| YTD | -37.7% | +8.9% | -46.6% | -39.8% |
| 1Y | -49.3% | +23.4% | -72.6% | -52.7% |
| 3Y | +10.6% | +257.9% | -247.3% | -24.2% |
| 5Y | +35.5% | +297.8% | -262.3% | -12.7% |
| 10Y | +251.6% | +259.6% | -8.0% | +128.6% |
| All | +251.6% | +267.2% | -15.7% | +128.6% |
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