+345.3%
SAN vs DTE
+137.8%
+207.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.9% |
| 7D | +0.2% | -2.6% | +2.8% | +1.4% |
| 30D | +0.9% | -4.4% | +5.3% | +3.1% |
| 3M | +19.1% | -8.3% | +27.4% | +23.9% |
| 6M | +33.2% | -8.1% | +41.3% | +37.9% |
| YTD | +29.1% | +4.4% | +24.7% | +24.8% |
| 1Y | +50.2% | +0.2% | +50.1% | +48.1% |
| 3Y | +351.0% | +42.6% | +308.4% | +263.7% |
| 5Y | +394.7% | +31.5% | +363.2% | +310.3% |
| All | +345.3% | +137.8% | +207.5% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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