+237.4%
SAN vs ARWR
+906.2%
-668.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.5% | -2.4% |
| 7D | +4.9% | -2.9% | +7.8% | +5.2% |
| 30D | -13.0% | -5.4% | -7.6% | -12.6% |
| 3M | -18.9% | -32.2% | +13.4% | -16.1% |
| 6M | -4.1% | -26.5% | +22.4% | -1.9% |
| YTD | +2.6% | -12.4% | +15.0% | +3.0% |
| 1Y | +16.9% | +46.9% | -29.9% | +11.5% |
| 3Y | +239.1% | +116.0% | +123.1% | +200.0% |
| 5Y | +266.8% | -28.0% | +294.8% | +244.2% |
| All | +237.4% | +906.2% | -668.8% | +173.2% |
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