+336.9%
SAN vs USFR
+28.0%
+308.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.5% | +0.1% | -0.5% | -0.5% |
| 30D | -0.1% | +0.3% | -0.3% | -0.4% |
| 3M | +19.6% | +1.0% | +18.7% | +18.4% |
| 6M | +32.7% | +1.9% | +30.7% | +29.9% |
| YTD | +26.7% | +2.7% | +24.0% | +23.0% |
| 1Y | +51.6% | +4.0% | +47.7% | +45.0% |
| 3Y | +348.7% | +14.0% | +334.7% | +290.1% |
| 5Y | +378.7% | +20.4% | +358.3% | +292.6% |
| 10Y | +336.9% | +28.0% | +308.9% | +244.2% |
| All | +336.9% | +28.0% | +308.9% | +244.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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