+259.6%
SAN vs COO
+40.7%
+218.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.5% | +3.6% | +5.2% |
| 7D | +8.7% | +4.3% | +4.4% | +7.1% |
| 30D | -6.5% | +17.6% | -24.1% | -12.1% |
| 3M | -14.2% | -13.9% | -0.3% | -9.8% |
| 6M | +2.7% | +6.6% | -3.8% | -1.7% |
| YTD | +8.9% | -22.0% | +30.9% | +18.3% |
| 1Y | +23.4% | -8.8% | +32.2% | +25.4% |
| 3Y | +257.9% | -21.5% | +279.4% | +270.6% |
| 5Y | +297.8% | -41.0% | +338.8% | +360.7% |
| 10Y | +259.6% | +40.9% | +218.7% | +226.0% |
| All | +259.6% | +40.7% | +218.9% | +226.0% |
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