+259.6%
SAN vs CAPR
-64.9%
+324.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +9.4% | -3.3% | +6.0% |
| 7D | +8.7% | +36.0% | -27.3% | +8.2% |
| 30D | -6.5% | +25.8% | -32.3% | -6.9% |
| 3M | -14.2% | +140.8% | -155.0% | -15.6% |
| 6M | +2.7% | -67.6% | +70.3% | +3.3% |
| YTD | +8.9% | -65.9% | +74.7% | +9.2% |
| 1Y | +23.4% | +66.1% | -42.7% | +16.2% |
| 3Y | +257.9% | +256.9% | +1.1% | +218.2% |
| 5Y | +297.8% | +172.1% | +125.7% | +250.4% |
| 10Y | +259.6% | -64.7% | +324.3% | +191.7% |
| All | +259.6% | -64.9% | +324.5% | +191.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling