+267.7%
SAN vs SM
+18.0%
+249.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +4.0% | +9.4% | -5.4% | +2.7% |
| 30D | -7.8% | -14.4% | +6.5% | -6.4% |
| 3M | -16.4% | +1.6% | -17.9% | -17.4% |
| 6M | +3.5% | +6.3% | -2.8% | +0.7% |
| YTD | +6.7% | +78.8% | -72.1% | -5.2% |
| 1Y | +14.5% | +83.1% | -68.6% | +1.2% |
| 3Y | +243.5% | -5.9% | +249.4% | +225.5% |
| 5Y | +296.2% | +4.8% | +291.4% | +255.9% |
| All | +267.7% | +18.0% | +249.7% | +122.8% |
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