+361.0%
ORLY vs SAN
+357.1%
+4.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.1% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | -6.8% | +0.9% | -7.7% | -7.0% |
| 3M | -4.8% | +19.1% | -23.9% | -8.2% |
| 6M | -9.1% | +33.2% | -42.3% | -14.6% |
| YTD | -5.9% | +29.1% | -35.0% | -11.5% |
| 1Y | -20.4% | +50.2% | -70.6% | -27.6% |
| 3Y | +36.6% | +351.0% | -314.5% | -5.0% |
| 5Y | +117.3% | +394.7% | -277.4% | +43.2% |
| All | +361.0% | +357.1% | +4.0% | +192.3% |
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