+381.6%
SAN vs FDS
-17.4%
+399.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.1% |
| 7D | +1.8% | -1.9% | +3.7% | +2.1% |
| 30D | +2.0% | +9.0% | -7.0% | +0.2% |
| 3M | +19.7% | +18.9% | +0.9% | +15.1% |
| 6M | +30.6% | +35.1% | -4.5% | +20.8% |
| YTD | +28.8% | +5.5% | +23.4% | +27.9% |
| 1Y | +57.8% | -16.8% | +74.6% | +69.3% |
| 3Y | +338.1% | -28.1% | +366.2% | +388.9% |
| All | +381.6% | -17.4% | +399.0% | +424.1% |
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