+708.4%
P vs SAN
+345.3%
+363.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | +6.5% | +1.8% | +4.8% | +5.7% |
| 30D | +18.8% | +2.0% | +16.9% | +17.7% |
| 3M | +26.7% | +19.7% | +7.0% | +17.4% |
| 6M | +62.2% | +30.6% | +31.5% | +43.5% |
| YTD | +48.5% | +28.8% | +19.7% | +32.3% |
| 1Y | +26.4% | +57.8% | -31.4% | +3.4% |
| 3Y | +159.4% | +338.1% | -178.7% | +37.5% |
| 5Y | +275.8% | +384.2% | -108.4% | +83.0% |
| All | +708.4% | +345.3% | +363.0% | +321.1% |
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