+317.7%
SAN vs FIVE
+826.1%
-508.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.5% |
| 7D | +3.5% | -1.7% | +5.2% | +3.9% |
| 30D | -13.2% | +14.9% | -28.1% | -16.2% |
| 3M | -16.9% | +7.6% | -24.6% | -18.8% |
| 6M | +2.3% | +6.4% | -4.1% | -0.4% |
| YTD | +4.9% | +28.1% | -23.1% | -2.7% |
| 1Y | +20.4% | +54.7% | -34.3% | +6.4% |
| 3Y | +243.2% | +36.1% | +207.2% | +193.6% |
| 5Y | +275.3% | +14.9% | +260.4% | +224.4% |
| 10Y | +254.0% | +578.8% | -324.9% | +95.7% |
| All | +317.7% | +826.1% | -508.4% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling