+304.2%
SAN vs FND
-61.3%
+365.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.7% |
| 7D | +10.8% | +6.8% | +3.9% | +9.0% |
| 30D | -5.7% | +13.1% | -18.8% | -8.6% |
| 3M | -13.4% | -13.1% | -0.4% | -10.9% |
| 6M | +3.5% | -0.6% | +4.1% | +2.3% |
| YTD | +9.7% | -15.5% | +25.3% | +11.9% |
| 1Y | +20.9% | -13.7% | +34.5% | +22.4% |
| 3Y | +254.3% | -35.0% | +289.3% | +268.6% |
| 5Y | +304.2% | -60.1% | +364.3% | +339.9% |
| All | +304.2% | -61.3% | +365.6% | +339.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling