+336.9%
SAN vs FDS
+72.8%
+264.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.1% |
| 7D | -0.5% | -8.8% | +8.3% | +2.4% |
| 30D | -0.1% | -1.4% | +1.3% | +0.1% |
| 3M | +19.6% | +13.9% | +5.8% | +13.0% |
| 6M | +32.7% | +27.4% | +5.3% | +18.5% |
| YTD | +26.7% | -2.5% | +29.2% | +24.5% |
| 1Y | +51.6% | -23.8% | +75.4% | +63.6% |
| 3Y | +348.7% | -32.5% | +381.2% | +401.9% |
| 5Y | +378.7% | -23.2% | +401.9% | +394.3% |
| 10Y | +336.9% | +76.4% | +260.5% | +203.9% |
| All | +336.9% | +72.8% | +264.1% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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