+267.7%
SAN vs USFR
+28.6%
+239.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | -7.8% | +0.4% | -8.2% | -8.2% |
| 3M | -16.4% | +1.1% | -17.4% | -17.3% |
| 6M | +3.5% | +2.0% | +1.5% | +1.4% |
| YTD | +6.7% | +3.5% | +3.2% | +2.8% |
| 1Y | +14.5% | +4.1% | +10.4% | +9.5% |
| 3Y | +243.5% | +14.4% | +229.2% | +198.5% |
| 5Y | +296.2% | +21.4% | +274.8% | +223.4% |
| All | +267.7% | +28.6% | +239.2% | +193.2% |
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