+246.8%
SAN vs SFM
+132.6%
+114.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.2% |
| 7D | +1.8% | -0.1% | +1.8% | +1.8% |
| 30D | +2.0% | -4.4% | +6.4% | +2.5% |
| 3M | +19.7% | +1.5% | +18.2% | +19.2% |
| 6M | +30.6% | +6.5% | +24.2% | +28.6% |
| YTD | +28.8% | +2.2% | +26.7% | +27.3% |
| 1Y | +57.8% | -41.9% | +99.7% | +67.3% |
| 3Y | +338.1% | +106.8% | +231.4% | +282.2% |
| 5Y | +384.2% | +231.6% | +152.6% | +287.0% |
| 10Y | +353.1% | +258.4% | +94.7% | +240.5% |
| All | +246.8% | +132.6% | +114.2% | +188.0% |
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