+334.8%
SAN vs SFM
+293.3%
+41.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.3% |
| 7D | +3.3% | -5.8% | +9.2% | +4.0% |
| 30D | +1.1% | -11.4% | +12.4% | +2.5% |
| 3M | +22.2% | -12.2% | +34.4% | +23.8% |
| 6M | +36.0% | -5.2% | +41.2% | +35.9% |
| YTD | +28.2% | -4.5% | +32.7% | +27.8% |
| 1Y | +54.1% | -45.4% | +99.5% | +64.2% |
| 3Y | +354.2% | +91.1% | +263.2% | +303.2% |
| 5Y | +387.3% | +226.8% | +160.5% | +295.2% |
| 10Y | +334.8% | +291.9% | +42.9% | +207.5% |
| All | +334.8% | +293.3% | +41.5% | +207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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