+334.8%
SAN vs M
-6.4%
+341.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.1% |
| 7D | +3.3% | +2.4% | +1.0% | +2.8% |
| 30D | +1.1% | -11.6% | +12.7% | +3.9% |
| 3M | +22.2% | +1.6% | +20.6% | +21.3% |
| 6M | +36.0% | +25.2% | +10.8% | +28.4% |
| YTD | +28.2% | +3.8% | +24.5% | +26.1% |
| 1Y | +54.1% | +36.3% | +17.8% | +41.9% |
| 3Y | +354.2% | +116.3% | +237.9% | +250.4% |
| 5Y | +387.3% | +28.2% | +359.1% | +298.9% |
| 10Y | +334.8% | -3.4% | +338.2% | +163.2% |
| All | +334.8% | -6.4% | +341.2% | +163.2% |
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