+237.4%
SAN vs M
-4.2%
+241.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.3% | -1.2% |
| 7D | +4.9% | -4.3% | +9.2% | +6.0% |
| 30D | -13.0% | +1.3% | -14.3% | -13.3% |
| 3M | -18.9% | -7.4% | -11.5% | -17.7% |
| 6M | -4.1% | +18.3% | -22.5% | -8.5% |
| YTD | +2.6% | +7.6% | -5.0% | -0.2% |
| 1Y | +16.9% | +17.4% | -0.5% | +11.3% |
| 3Y | +239.1% | +108.4% | +130.7% | +164.1% |
| 5Y | +266.8% | -10.6% | +277.4% | +231.8% |
| All | +237.4% | -4.2% | +241.6% | +111.9% |
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