+267.7%
SAN vs FDS
+127.7%
+140.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +4.0% | +1.5% | +2.5% | +3.5% |
| 30D | -7.8% | +14.8% | -22.6% | -11.9% |
| 3M | -16.4% | +16.3% | -32.6% | -20.8% |
| 6M | +3.5% | +66.2% | -62.7% | -15.1% |
| YTD | +6.7% | +16.2% | -9.6% | -1.3% |
| 1Y | +14.5% | +21.8% | -7.4% | +3.4% |
| 3Y | +243.5% | -23.9% | +267.4% | +271.3% |
| 5Y | +296.2% | -23.1% | +319.3% | +319.1% |
| All | +267.7% | +127.7% | +140.0% | +129.5% |
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