+334.8%
SAN vs ARWR
+1,075.6%
-740.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.3% |
| 7D | +3.3% | +2.9% | +0.5% | +3.1% |
| 30D | +1.1% | -2.9% | +4.0% | +1.3% |
| 3M | +22.2% | +15.2% | +7.0% | +20.3% |
| 6M | +36.0% | +42.3% | -6.3% | +31.1% |
| YTD | +28.2% | +28.2% | 0.0% | +24.5% |
| 1Y | +54.1% | +213.2% | -159.1% | +37.4% |
| 3Y | +354.2% | +184.6% | +169.6% | +292.0% |
| 5Y | +387.3% | +29.2% | +358.0% | +335.5% |
| 10Y | +334.8% | +1,012.5% | -677.7% | +247.6% |
| All | +334.8% | +1,075.6% | -740.7% | +247.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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