+381.6%
SAN vs DOC
-24.5%
+406.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.1% |
| 7D | +1.8% | -1.5% | +3.3% | +2.3% |
| 30D | +2.0% | -4.8% | +6.7% | +3.7% |
| 3M | +19.7% | +6.9% | +12.8% | +16.5% |
| 6M | +30.6% | +20.7% | +9.9% | +21.0% |
| YTD | +28.8% | +34.1% | -5.3% | +14.8% |
| 1Y | +57.8% | +22.6% | +35.1% | +44.7% |
| 3Y | +338.1% | +20.8% | +317.3% | +298.5% |
| All | +381.6% | -24.5% | +406.1% | +424.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling