-44.9%
S vs SAN
+289.0%
-333.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +1.4% | +10.8% | -9.4% | -1.9% |
| 30D | -10.8% | -5.7% | -5.1% | -9.3% |
| 3M | +5.4% | -13.4% | +18.8% | +9.8% |
| 6M | +41.2% | +3.5% | +37.7% | +37.9% |
| YTD | +56.2% | +9.7% | +46.5% | +47.8% |
| 1Y | +36.3% | +20.9% | +15.4% | +24.4% |
| 3Y | +49.4% | +254.3% | -204.9% | -11.4% |
| 5Y | -66.9% | +304.2% | -371.1% | -83.4% |
| All | -44.9% | +289.0% | -333.8% | -73.0% |
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