+162.8%
SAN vs FND
+68.8%
+94.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +3.4% | -4.4% | +7.8% | +4.6% |
| 30D | -6.3% | +14.5% | -20.8% | -9.6% |
| 3M | -14.1% | -15.6% | +1.5% | -10.7% |
| 6M | +4.2% | +4.7% | -0.6% | +1.5% |
| YTD | +9.0% | -16.1% | +25.2% | +11.6% |
| 1Y | +18.8% | -16.0% | +34.8% | +21.4% |
| 3Y | +252.0% | -35.5% | +287.5% | +268.8% |
| 5Y | +299.5% | -60.5% | +360.0% | +353.6% |
| All | +162.8% | +68.8% | +94.0% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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