+259.6%
SAN vs IBB
+139.6%
+120.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.8% | +3.4% | +4.6% |
| 7D | +8.7% | +2.7% | +6.0% | +7.1% |
| 30D | -6.5% | +6.3% | -12.8% | -9.9% |
| 3M | -14.2% | +11.1% | -25.2% | -19.7% |
| 6M | +2.7% | +29.2% | -26.5% | -12.1% |
| YTD | +8.9% | +30.2% | -21.4% | -7.1% |
| 1Y | +23.4% | +39.5% | -16.1% | +1.2% |
| 3Y | +257.9% | +92.3% | +165.6% | +140.0% |
| 5Y | +297.8% | +43.0% | +254.8% | +211.5% |
| 10Y | +259.6% | +137.1% | +122.5% | +100.6% |
| All | +259.6% | +139.6% | +120.0% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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