+265.3%
SAN vs DAR
+307.1%
-41.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -3.5% |
| 7D | +1.0% | +9.2% | -8.2% | -2.0% |
| 30D | -9.4% | -12.3% | +2.9% | -5.5% |
| 3M | -17.1% | -12.7% | -4.4% | -14.0% |
| 6M | +2.2% | -12.8% | +14.9% | +5.3% |
| YTD | +6.0% | +53.8% | -47.8% | -11.9% |
| 1Y | +12.7% | +60.3% | -47.6% | -7.9% |
| 3Y | +242.1% | +31.7% | +210.4% | +181.3% |
| 5Y | +293.6% | -27.7% | +321.3% | +297.9% |
| All | +265.3% | +307.1% | -41.8% | +58.1% |
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