+267.7%
SAN vs MDY
+165.3%
+102.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +4.0% | +2.3% | +1.7% | +1.7% |
| 30D | -7.8% | +2.0% | -9.8% | -9.7% |
| 3M | -16.4% | -5.6% | -10.7% | -11.3% |
| 6M | +3.5% | +1.3% | +2.2% | +2.4% |
| YTD | +6.7% | +12.3% | -5.6% | -4.4% |
| 1Y | +14.5% | +15.8% | -1.3% | -0.5% |
| 3Y | +243.5% | +56.5% | +187.0% | +112.8% |
| 5Y | +296.2% | +35.1% | +261.1% | +187.2% |
| All | +267.7% | +165.3% | +102.4% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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