+237.4%
SAN vs COO
+41.2%
+196.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.6% |
| 7D | +4.9% | +4.7% | +0.2% | +3.2% |
| 30D | -13.0% | +13.9% | -26.9% | -17.3% |
| 3M | -18.9% | -14.9% | -3.9% | -14.4% |
| 6M | -4.1% | +2.0% | -6.2% | -6.7% |
| YTD | +2.6% | -23.9% | +26.5% | +12.5% |
| 1Y | +16.9% | -9.6% | +26.6% | +19.2% |
| 3Y | +239.1% | -25.4% | +264.5% | +258.7% |
| 5Y | +266.8% | -41.2% | +308.0% | +324.1% |
| All | +237.4% | +41.2% | +196.2% | +206.2% |
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