+260.2%
SAN vs M
-3.0%
+263.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +10.8% | +5.0% | +5.7% | +9.5% |
| 30D | -5.7% | +10.6% | -16.4% | -8.0% |
| 3M | -13.4% | +1.6% | -15.0% | -14.0% |
| 6M | +3.5% | +30.8% | -27.3% | -3.4% |
| YTD | +9.7% | +16.9% | -7.2% | +4.7% |
| 1Y | +20.9% | +26.3% | -5.4% | +13.1% |
| 3Y | +254.3% | +158.6% | +95.7% | +162.1% |
| 5Y | +304.2% | +2.1% | +302.1% | +254.2% |
| 10Y | +260.2% | -4.3% | +264.6% | +120.7% |
| All | +260.2% | -3.0% | +263.3% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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