+237.4%
SAN vs CAPR
-68.5%
+305.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.7% | -6.9% | -2.3% |
| 7D | +4.9% | +41.1% | -36.2% | +4.4% |
| 30D | -13.0% | +11.1% | -24.1% | -13.2% |
| 3M | -18.9% | +115.3% | -134.2% | -20.1% |
| 6M | -4.1% | -73.8% | +69.7% | -3.3% |
| YTD | +2.6% | -68.8% | +71.4% | +3.0% |
| 1Y | +16.9% | +43.3% | -26.4% | +10.5% |
| 3Y | +239.1% | +214.7% | +24.4% | +202.1% |
| 5Y | +266.8% | +141.3% | +125.6% | +223.8% |
| All | +237.4% | -68.5% | +305.9% | +175.1% |
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