+655.3%
P vs SAN
+275.0%
+380.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.1% | +4.7% |
| 7D | -4.7% | +3.4% | -8.1% | -6.1% |
| 30D | -31.4% | -6.3% | -25.2% | -29.7% |
| 3M | -2.6% | -14.1% | +11.5% | +3.6% |
| 6M | +21.9% | +4.2% | +17.8% | +19.4% |
| YTD | +58.9% | +9.0% | +49.9% | +51.5% |
| 1Y | +21.7% | +18.8% | +3.0% | +12.1% |
| 3Y | +193.3% | +252.0% | -58.7% | +68.8% |
| 5Y | +275.1% | +299.5% | -24.3% | +96.3% |
| 10Y | +655.3% | +276.7% | +378.7% | +331.9% |
| All | +655.3% | +275.0% | +380.3% | +331.9% |
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