+265.3%
SAN vs SPY
+308.5%
-43.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.4% |
| 7D | +1.0% | +3.3% | -2.3% | -2.6% |
| 30D | -9.4% | -2.7% | -6.7% | -6.7% |
| 3M | -17.1% | -1.7% | -15.4% | -15.5% |
| 6M | +2.2% | +3.1% | -0.9% | -1.0% |
| YTD | +6.0% | +11.9% | -5.9% | -5.6% |
| 1Y | +12.7% | +12.0% | +0.7% | +0.3% |
| 3Y | +242.1% | +78.2% | +164.0% | +78.1% |
| 5Y | +293.6% | +73.2% | +220.4% | +112.1% |
| All | +265.3% | +308.5% | -43.2% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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