+552.9%
QQQ vs SAN
+347.0%
+205.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | -1.3% | -2.8% | +1.5% | -0.4% |
| 30D | -1.4% | -0.5% | -0.8% | -1.2% |
| 3M | +2.3% | +22.7% | -20.5% | -3.9% |
| 6M | +16.9% | +28.8% | -11.9% | +8.0% |
| YTD | +15.6% | +26.3% | -10.6% | +7.0% |
| 1Y | +22.6% | +48.8% | -26.2% | +7.9% |
| 3Y | +93.5% | +347.2% | -253.7% | +21.2% |
| 5Y | +93.9% | +383.8% | -289.9% | +15.1% |
| All | +552.9% | +347.0% | +205.9% | +290.4% |
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