+276.7%
SAN vs RACE
+741.5%
-464.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +3.4% | -3.9% | +7.3% | +5.4% |
| 30D | -6.3% | +6.8% | -13.1% | -9.2% |
| 3M | -14.1% | +1.3% | -15.4% | -14.8% |
| 6M | +4.2% | +26.3% | -22.1% | -7.5% |
| YTD | +9.0% | +13.8% | -4.8% | +1.0% |
| 1Y | +18.8% | -0.5% | +19.2% | +17.3% |
| 3Y | +252.0% | +25.6% | +226.4% | +192.2% |
| 5Y | +299.5% | +67.6% | +231.9% | +178.5% |
| 10Y | +276.7% | +724.7% | -448.0% | +9.9% |
| All | +276.7% | +741.5% | -464.9% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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