+378.7%
SAN vs FND
-61.3%
+440.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | -0.1% | -19.6% | +19.5% | +5.0% |
| 3M | +19.6% | -4.3% | +24.0% | +19.8% |
| 6M | +32.7% | -20.4% | +53.1% | +38.1% |
| YTD | +26.7% | -21.9% | +48.6% | +31.8% |
| 1Y | +51.6% | -45.2% | +96.8% | +70.4% |
| 3Y | +348.7% | -49.2% | +398.0% | +395.7% |
| 5Y | +378.7% | -61.8% | +440.5% | +419.3% |
| All | +378.7% | -61.3% | +440.0% | +419.3% |
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