+155.4%
SAN vs FND
+61.4%
+94.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | -1.7% |
| 7D | +1.0% | -5.1% | +6.1% | +2.4% |
| 30D | -9.4% | +9.2% | -18.6% | -11.5% |
| 3M | -17.1% | -17.7% | +0.6% | -13.3% |
| 6M | +2.2% | +2.5% | -0.3% | +0.1% |
| YTD | +6.0% | -19.8% | +25.8% | +9.8% |
| 1Y | +12.7% | -22.7% | +35.4% | +17.6% |
| 3Y | +242.1% | -38.3% | +280.4% | +262.6% |
| 5Y | +293.6% | -63.0% | +356.6% | +354.6% |
| All | +155.4% | +61.4% | +94.0% | +96.4% |
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