+295.8%
SAN vs FIVE
+17.0%
+278.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.5% |
| 7D | +1.0% | +2.4% | -1.4% | +0.5% |
| 30D | -9.4% | +15.8% | -25.2% | -12.1% |
| 3M | -17.1% | +3.8% | -20.9% | -18.0% |
| 6M | +2.2% | +18.5% | -16.4% | -2.3% |
| YTD | +6.0% | +31.2% | -25.2% | -0.9% |
| 1Y | +12.7% | +61.8% | -49.1% | +0.8% |
| 3Y | +242.1% | +39.9% | +202.3% | +203.4% |
| All | +295.8% | +17.0% | +278.8% | +254.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling