+185.6%
SAN vs USFR
+27.5%
+158.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +2.0% | +0.3% | +1.7% | +1.9% |
| 3M | +19.7% | +1.0% | +18.7% | +19.2% |
| 6M | +30.6% | +1.9% | +28.7% | +29.6% |
| YTD | +28.8% | +2.6% | +26.2% | +27.4% |
| 1Y | +57.8% | +4.0% | +53.8% | +55.1% |
| 3Y | +338.1% | +14.1% | +324.0% | +315.0% |
| 5Y | +384.2% | +20.4% | +363.8% | +349.1% |
| 10Y | +353.1% | +28.0% | +325.1% | +313.4% |
| All | +185.6% | +27.5% | +158.0% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling