+269.8%
SAN vs FIVE
+14.2%
+255.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.2% |
| 7D | +4.9% | -0.3% | +5.2% | +5.0% |
| 30D | -13.0% | +17.7% | -30.6% | -15.9% |
| 3M | -18.9% | +4.0% | -22.8% | -19.8% |
| 6M | -4.1% | +2.6% | -6.8% | -5.5% |
| YTD | +2.6% | +27.6% | -25.0% | -3.6% |
| 1Y | +16.9% | +59.9% | -43.0% | +4.8% |
| 3Y | +239.1% | +35.8% | +203.3% | +202.4% |
| All | +269.8% | +14.2% | +255.6% | +231.1% |
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