+707.9%
P vs SAN
+267.2%
+440.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.1% | +0.2% | +3.6% |
| 7D | -9.6% | +8.7% | -18.3% | -13.1% |
| 30D | -33.4% | -6.5% | -26.9% | -31.7% |
| 3M | +14.2% | -14.2% | +28.4% | +21.6% |
| 6M | +31.6% | +2.7% | +28.9% | +29.5% |
| YTD | +53.5% | +8.9% | +44.6% | +46.5% |
| 1Y | +14.2% | +23.4% | -9.2% | +3.5% |
| 3Y | +190.5% | +257.9% | -67.4% | +66.7% |
| 5Y | +256.3% | +297.8% | -41.4% | +87.7% |
| 10Y | +707.9% | +259.6% | +448.3% | +376.4% |
| All | +707.9% | +267.2% | +440.6% | +376.4% |
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