+282.2%
SAN vs DOC
-22.8%
+305.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.1% | +3.3% | +5.3% |
| 7D | +4.5% | +8.7% | -4.2% | +1.4% |
| 30D | -12.1% | +7.6% | -19.7% | -14.4% |
| 3M | -15.6% | -5.3% | -10.3% | -14.0% |
| 6M | +5.8% | +27.6% | -21.8% | -4.1% |
| YTD | +5.5% | +32.4% | -26.9% | -5.8% |
| 1Y | +23.6% | +22.9% | +0.7% | +13.4% |
| 3Y | +244.9% | +43.1% | +201.8% | +188.0% |
| 5Y | +282.2% | -21.4% | +303.6% | +313.9% |
| All | +282.2% | -22.8% | +305.0% | +313.9% |
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