+387.3%
SAN vs USFR
+20.5%
+366.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +3.3% | +0.1% | +3.3% | +3.3% |
| 30D | +1.1% | +0.3% | +0.8% | +0.9% |
| 3M | +22.2% | +1.0% | +21.2% | +21.7% |
| 6M | +36.0% | +1.9% | +34.1% | +34.4% |
| YTD | +28.2% | +2.7% | +25.6% | +25.4% |
| 1Y | +54.1% | +4.0% | +50.1% | +47.7% |
| 3Y | +354.2% | +14.0% | +340.2% | +307.7% |
| 5Y | +387.3% | +20.4% | +366.9% | +305.1% |
| All | +387.3% | +20.5% | +366.8% | +305.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling