+267.7%
SAN vs EXEL
+320.7%
-53.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | +4.0% | -0.8% | +4.8% | +4.2% |
| 30D | -7.8% | +13.1% | -21.0% | -9.7% |
| 3M | -16.4% | +36.3% | -52.7% | -20.5% |
| 6M | +3.5% | +34.5% | -31.0% | -1.6% |
| YTD | +6.7% | +57.4% | -50.7% | -1.4% |
| 1Y | +14.5% | +62.9% | -48.4% | +5.2% |
| 3Y | +243.5% | +229.5% | +14.0% | +175.3% |
| 5Y | +296.2% | +281.2% | +15.0% | +205.2% |
| All | +267.7% | +320.7% | -53.0% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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