+345.3%
SAN vs DGX
+255.3%
+89.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.7% |
| 7D | +0.2% | -0.9% | +1.1% | +0.5% |
| 30D | +0.9% | -1.2% | +2.1% | +1.3% |
| 3M | +19.1% | +15.8% | +3.3% | +13.5% |
| 6M | +33.2% | +18.2% | +15.0% | +25.9% |
| YTD | +29.1% | +37.2% | -8.1% | +15.8% |
| 1Y | +50.2% | +30.4% | +19.9% | +36.7% |
| 3Y | +351.0% | +96.7% | +254.3% | +250.9% |
| 5Y | +394.7% | +67.2% | +327.5% | +300.1% |
| All | +345.3% | +255.3% | +89.9% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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