+267.7%
SAN vs FIVE
+504.2%
-236.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +4.0% | +2.7% | +1.3% | +3.3% |
| 30D | -7.8% | +12.7% | -20.5% | -10.7% |
| 3M | -16.4% | +2.1% | -18.4% | -17.2% |
| 6M | +3.5% | +17.5% | -13.9% | -2.0% |
| YTD | +6.7% | +31.0% | -24.3% | -2.3% |
| 1Y | +14.5% | +67.7% | -53.2% | -2.0% |
| 3Y | +243.5% | +43.4% | +200.1% | +186.7% |
| 5Y | +296.2% | +18.1% | +278.1% | +237.6% |
| All | +267.7% | +504.2% | -236.5% | +109.6% |
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