+348.2%
SAN vs FIVE
+477.5%
-129.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -2.1% |
| 7D | +1.8% | +4.3% | -2.5% | +0.6% |
| 30D | +2.0% | +12.5% | -10.5% | -1.4% |
| 3M | +19.7% | +31.2% | -11.5% | +10.9% |
| 6M | +30.6% | +14.4% | +16.3% | +24.5% |
| YTD | +28.8% | +33.9% | -5.0% | +17.6% |
| 1Y | +57.8% | +65.1% | -7.3% | +35.5% |
| 3Y | +338.1% | +49.0% | +289.2% | +262.3% |
| 5Y | +384.2% | +30.3% | +353.9% | +299.7% |
| All | +348.2% | +477.5% | -129.3% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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