+259.6%
SAN vs ARWR
+921.6%
-662.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -15.3% | +21.5% | +7.5% |
| 7D | +8.7% | -17.3% | +26.1% | +10.4% |
| 30D | -6.5% | -21.5% | +15.0% | -4.6% |
| 3M | -14.2% | -43.8% | +29.6% | -9.9% |
| 6M | +2.7% | -32.3% | +35.0% | +5.7% |
| YTD | +8.9% | -25.8% | +34.7% | +10.7% |
| 1Y | +23.4% | +25.5% | -2.1% | +19.1% |
| 3Y | +257.9% | +84.1% | +173.8% | +220.1% |
| 5Y | +297.8% | -39.2% | +337.0% | +278.0% |
| 10Y | +259.6% | +1,072.4% | -812.8% | +195.5% |
| All | +259.6% | +921.6% | -662.0% | +195.5% |
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