+276.7%
SAN vs FIVE
+535.9%
-259.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +3.4% | -0.5% | +3.9% | +3.5% |
| 30D | -6.3% | +17.4% | -23.7% | -10.2% |
| 3M | -14.1% | +7.0% | -21.2% | -16.0% |
| 6M | +4.2% | +20.5% | -16.3% | -2.1% |
| YTD | +9.0% | +33.1% | -24.1% | -0.6% |
| 1Y | +18.8% | +67.1% | -48.3% | +1.8% |
| 3Y | +252.0% | +41.9% | +210.1% | +195.0% |
| 5Y | +299.5% | +21.1% | +278.4% | +237.9% |
| 10Y | +276.7% | +518.8% | -242.2% | +113.7% |
| All | +276.7% | +535.9% | -259.3% | +113.7% |
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