+260.2%
SAN vs ALLE
+217.2%
+43.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | +10.8% | +0.1% | +10.7% | +10.8% |
| 30D | -5.7% | +25.9% | -31.7% | -16.9% |
| 3M | -13.4% | +14.9% | -28.3% | -20.0% |
| 6M | +3.5% | +42.1% | -38.6% | -15.5% |
| YTD | +9.7% | +20.4% | -10.6% | -3.0% |
| 1Y | +20.9% | +14.9% | +6.0% | +9.6% |
| 3Y | +254.3% | +90.1% | +164.2% | +132.6% |
| 5Y | +304.2% | +53.0% | +251.2% | +194.4% |
| 10Y | +260.2% | +208.8% | +51.4% | +90.2% |
| All | +260.2% | +217.2% | +43.0% | +90.2% |
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