+334.8%
SAN vs CAPR
-77.1%
+411.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.4% |
| 7D | +3.3% | -9.5% | +12.8% | +3.5% |
| 30D | +1.1% | +121.5% | -120.4% | -0.4% |
| 3M | +22.2% | -65.4% | +87.6% | +22.9% |
| 6M | +36.0% | -67.5% | +103.5% | +36.8% |
| YTD | +28.2% | -68.6% | +96.9% | +29.0% |
| 1Y | +54.1% | +42.7% | +11.5% | +45.5% |
| 3Y | +354.2% | +43.4% | +310.9% | +312.7% |
| 5Y | +387.3% | +86.0% | +301.2% | +332.7% |
| 10Y | +334.8% | -77.4% | +412.2% | +268.7% |
| All | +334.8% | -77.1% | +411.9% | +268.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CAPR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling