+259.6%
SAN vs FIVE
+596.6%
-337.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.6% | +0.5% | +4.7% |
| 7D | +8.7% | +6.2% | +2.5% | +7.1% |
| 30D | -6.5% | +18.2% | -24.7% | -10.6% |
| 3M | -14.2% | +3.8% | -18.0% | -15.4% |
| 6M | +2.7% | +13.7% | -11.0% | -2.0% |
| YTD | +8.9% | +34.7% | -25.9% | -1.0% |
| 1Y | +23.4% | +66.6% | -43.3% | +5.8% |
| 3Y | +257.9% | +44.3% | +213.7% | +198.7% |
| 5Y | +297.8% | +18.8% | +279.0% | +239.0% |
| 10Y | +259.6% | +569.2% | -309.6% | +106.9% |
| All | +259.6% | +596.6% | -337.0% | +106.9% |
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