+383.8%
SAN vs MKTX
-60.6%
+444.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -0.5% | +0.8% | -1.4% | -0.6% |
| 3M | +22.7% | +41.1% | -18.4% | +17.4% |
| 6M | +28.8% | -9.5% | +38.3% | +29.6% |
| YTD | +26.3% | -8.7% | +34.9% | +26.7% |
| 1Y | +48.8% | -10.0% | +58.8% | +49.4% |
| 3Y | +347.2% | -24.6% | +371.8% | +347.2% |
| 5Y | +383.8% | -60.3% | +444.1% | +420.8% |
| All | +383.8% | -60.6% | +444.3% | +420.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling