+335.5%
SAN vs EXEL
+386.3%
-50.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -2.8% | -2.9% | +0.1% | -2.4% |
| 30D | -0.5% | +11.9% | -12.4% | -2.2% |
| 3M | +22.7% | +9.2% | +13.5% | +20.9% |
| 6M | +28.8% | +39.1% | -10.3% | +22.3% |
| YTD | +26.3% | +31.0% | -4.8% | +20.8% |
| 1Y | +48.8% | +52.3% | -3.5% | +38.8% |
| 3Y | +347.2% | +159.7% | +187.5% | +278.6% |
| 5Y | +383.8% | +187.7% | +196.0% | +297.7% |
| All | +335.5% | +386.3% | -50.8% | +255.9% |
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