+260.2%
SAN vs SM
+4.2%
+256.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | +10.8% | -19.5% | +30.3% | +13.6% |
| 30D | -5.7% | -20.2% | +14.5% | -3.4% |
| 3M | -13.4% | -6.5% | -6.9% | -13.5% |
| 6M | +3.5% | +1.6% | +2.0% | +1.3% |
| YTD | +9.7% | +61.2% | -51.5% | -1.1% |
| 1Y | +20.9% | +65.4% | -44.5% | +8.3% |
| 3Y | +254.3% | -13.0% | +267.3% | +239.2% |
| 5Y | +304.2% | -4.3% | +308.5% | +267.5% |
| 10Y | +260.2% | +3.0% | +257.2% | +122.0% |
| All | +260.2% | +4.2% | +256.0% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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