+336.9%
SAN vs DAR
+364.6%
-27.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -0.1% | +7.4% | -7.5% | -2.9% |
| 3M | +19.6% | +15.7% | +4.0% | +12.5% |
| 6M | +32.7% | +30.0% | +2.7% | +18.6% |
| YTD | +26.7% | +87.5% | -60.8% | -1.3% |
| 1Y | +51.6% | +113.4% | -61.7% | +11.4% |
| 3Y | +348.7% | +15.3% | +333.4% | +297.5% |
| 5Y | +378.7% | -4.3% | +383.1% | +335.3% |
| 10Y | +336.9% | +380.2% | -43.2% | +77.1% |
| All | +336.9% | +364.6% | -27.7% | +77.1% |
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