+32.3%
SAN vs IRE
-97.3%
+129.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.6% | +6.2% |
| 7D | +8.7% | -15.5% | +24.2% | +8.6% |
| 30D | -6.5% | -70.4% | +63.9% | -3.5% |
| 3M | -14.2% | -81.6% | +67.4% | -10.5% |
| 6M | +2.7% | -94.7% | +97.4% | +9.1% |
| YTD | +8.9% | -91.8% | +100.6% | +12.8% |
| 1Y | +23.4% | -97.6% | +120.9% | +26.6% |
| All | +32.3% | -97.3% | +129.6% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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