+260.2%
SAN vs DAR
+269.9%
-9.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.4% |
| 7D | +10.8% | -3.8% | +14.6% | +12.2% |
| 30D | -5.7% | -14.4% | +8.7% | -0.8% |
| 3M | -13.4% | -17.9% | +4.5% | -8.1% |
| 6M | +3.5% | -18.3% | +21.8% | +9.3% |
| YTD | +9.7% | +43.2% | -33.5% | -6.4% |
| 1Y | +20.9% | +57.7% | -36.8% | -0.8% |
| 3Y | +254.3% | +22.7% | +231.6% | +198.6% |
| 5Y | +304.2% | -34.0% | +338.3% | +323.1% |
| 10Y | +260.2% | +279.5% | -19.2% | +59.4% |
| All | +260.2% | +269.9% | -9.7% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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