+276.7%
SAN vs SM
+10.6%
+266.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.2% | -1.4% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | -6.3% | -17.3% | +11.1% | -4.4% |
| 3M | -14.1% | -3.6% | -10.5% | -14.5% |
| 6M | +4.2% | +2.9% | +1.3% | +1.8% |
| YTD | +9.0% | +70.2% | -61.2% | -2.4% |
| 1Y | +18.8% | +66.5% | -47.7% | +6.4% |
| 3Y | +252.0% | -8.2% | +260.2% | +234.6% |
| 5Y | +299.5% | -1.5% | +300.9% | +261.9% |
| 10Y | +276.7% | +11.9% | +264.8% | +129.8% |
| All | +276.7% | +10.6% | +266.1% | +129.8% |
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