+260.2%
SAN vs RACE
+740.2%
-480.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | +10.8% | +0.2% | +10.5% | +10.7% |
| 30D | -5.7% | +6.6% | -12.4% | -8.6% |
| 3M | -13.4% | +2.2% | -15.6% | -14.5% |
| 6M | +3.5% | +22.4% | -18.8% | -6.7% |
| YTD | +9.7% | +13.8% | -4.1% | +1.7% |
| 1Y | +20.9% | +2.2% | +18.7% | +17.8% |
| 3Y | +254.3% | +25.6% | +228.6% | +194.3% |
| 5Y | +304.2% | +71.0% | +233.2% | +179.3% |
| 10Y | +260.2% | +739.1% | -478.9% | +10.6% |
| All | +260.2% | +740.2% | -480.0% | +10.6% |
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