+269.8%
SAN vs FDS
-22.8%
+292.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.4% | -1.6% |
| 7D | +4.9% | -0.5% | +5.4% | +5.0% |
| 30D | -13.0% | +20.2% | -33.2% | -15.8% |
| 3M | -18.9% | +19.9% | -38.7% | -21.7% |
| 6M | -4.1% | +56.2% | -60.3% | -13.9% |
| YTD | +2.6% | +14.6% | -12.0% | +0.2% |
| 1Y | +16.9% | +31.6% | -14.7% | +8.5% |
| 3Y | +239.1% | -23.8% | +262.9% | +277.9% |
| All | +269.8% | -22.8% | +292.5% | +281.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling