+193.0%
SAN vs SFM
+41.7%
+151.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.0% | +5.2% | +6.0% |
| 7D | +8.7% | -10.2% | +19.0% | +10.2% |
| 30D | -6.5% | -23.9% | +17.4% | -3.8% |
| 3M | -14.2% | -42.3% | +28.1% | -8.7% |
| 6M | +2.7% | -40.1% | +42.9% | +8.5% |
| YTD | +8.9% | -37.8% | +46.6% | +13.7% |
| 1Y | +23.4% | -37.1% | +60.5% | +28.6% |
| 3Y | +257.9% | +21.5% | +236.4% | +232.2% |
| 5Y | +297.8% | +103.8% | +194.0% | +236.1% |
| 10Y | +259.6% | +142.0% | +117.6% | +182.5% |
| All | +193.0% | +41.7% | +151.3% | +157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling