+378.7%
SAN vs DTE
+31.9%
+346.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -0.1% | -0.5% | +0.5% | +0.1% |
| 3M | +19.6% | -6.0% | +25.7% | +21.8% |
| 6M | +32.7% | -7.2% | +39.9% | +35.4% |
| YTD | +26.7% | +7.2% | +19.5% | +22.5% |
| 1Y | +51.6% | +4.1% | +47.6% | +48.1% |
| 3Y | +348.7% | +46.9% | +301.9% | +281.0% |
| 5Y | +378.7% | +32.9% | +345.8% | +332.3% |
| All | +378.7% | +31.9% | +346.8% | +332.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling