+259.6%
SAN vs SM
+4.9%
+254.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.7% | +8.9% | +6.5% |
| 7D | +8.7% | -22.3% | +31.0% | +12.0% |
| 30D | -6.5% | -21.4% | +14.9% | -4.0% |
| 3M | -14.2% | +1.4% | -15.5% | -15.2% |
| 6M | +2.7% | +0.1% | +2.6% | +0.7% |
| YTD | +8.9% | +59.0% | -50.1% | -1.7% |
| 1Y | +23.4% | +64.3% | -41.0% | +10.6% |
| 3Y | +257.9% | -13.1% | +271.1% | +242.7% |
| 5Y | +297.8% | -13.9% | +311.6% | +267.0% |
| 10Y | +259.6% | +1.7% | +257.9% | +121.8% |
| All | +259.6% | +4.9% | +254.7% | +121.8% |
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