+335.4%
SAN vs TRU
+144.8%
+190.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.8% | -9.4% | +6.6% | +0.7% |
| 30D | -0.5% | -4.1% | +3.6% | +0.8% |
| 3M | +22.7% | +13.6% | +9.2% | +15.7% |
| 6M | +28.8% | +3.6% | +25.2% | +25.3% |
| YTD | +26.3% | -9.8% | +36.1% | +28.3% |
| 1Y | +48.8% | -13.6% | +62.5% | +52.7% |
| 3Y | +347.2% | -2.0% | +349.2% | +308.5% |
| 5Y | +383.8% | -35.8% | +419.6% | +428.9% |
| All | +335.4% | +144.8% | +190.7% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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