+237.4%
SAN vs ALLE
+222.4%
+15.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | +4.9% | -0.6% | +5.5% | +5.3% |
| 30D | -13.0% | +25.3% | -38.3% | -23.2% |
| 3M | -18.9% | +10.3% | -29.2% | -23.5% |
| 6M | -4.1% | +38.0% | -42.2% | -20.6% |
| YTD | +2.6% | +17.8% | -15.2% | -8.4% |
| 1Y | +16.9% | +13.6% | +3.3% | +6.6% |
| 3Y | +239.1% | +89.2% | +149.9% | +123.0% |
| 5Y | +266.8% | +51.1% | +215.8% | +168.6% |
| All | +237.4% | +222.4% | +15.0% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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