+345.3%
SAN vs MKTX
+5.0%
+340.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.3% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | +0.9% | +0.7% | +0.2% | +0.9% |
| 3M | +19.1% | +40.8% | -21.7% | +13.8% |
| 6M | +33.2% | -8.0% | +41.2% | +33.7% |
| YTD | +29.1% | -8.7% | +37.8% | +29.5% |
| 1Y | +50.2% | -11.8% | +62.1% | +51.3% |
| 3Y | +351.0% | -24.0% | +375.1% | +354.1% |
| 5Y | +394.7% | -60.3% | +455.0% | +434.8% |
| All | +345.3% | +5.0% | +340.2% | +272.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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