+334.8%
SAN vs COO
+43.7%
+291.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.3% | +0.6% |
| 7D | +3.3% | -2.3% | +5.6% | +4.3% |
| 30D | +1.1% | -8.8% | +9.9% | +4.8% |
| 3M | +22.2% | +1.3% | +20.9% | +21.0% |
| 6M | +36.0% | -11.6% | +47.6% | +42.0% |
| YTD | +28.2% | -17.4% | +45.7% | +37.5% |
| 1Y | +54.1% | -1.6% | +55.7% | +52.8% |
| 3Y | +354.2% | -22.6% | +376.9% | +379.1% |
| 5Y | +387.3% | -40.3% | +427.6% | +469.3% |
| 10Y | +334.8% | +45.2% | +289.6% | +287.7% |
| All | +334.8% | +43.7% | +291.1% | +287.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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