+260.2%
SAN vs ARWR
+1,055.7%
-795.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +10.8% | -17.7% | +28.4% | +12.5% |
| 30D | -5.7% | -21.9% | +16.2% | -3.8% |
| 3M | -13.4% | -44.5% | +31.1% | -9.0% |
| 6M | +3.5% | -32.6% | +36.1% | +6.6% |
| YTD | +9.7% | -26.2% | +35.9% | +11.7% |
| 1Y | +20.9% | +23.0% | -2.1% | +16.9% |
| 3Y | +254.3% | +81.8% | +172.5% | +217.2% |
| 5Y | +304.2% | -36.0% | +340.3% | +282.7% |
| 10Y | +260.2% | +1,039.5% | -779.3% | +196.0% |
| All | +260.2% | +1,055.7% | -795.4% | +196.0% |
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