+222.9%
SAP vs SAN
+267.2%
-44.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.1% | -4.4% | -0.3% |
| 7D | +1.6% | +8.7% | -7.1% | -1.2% |
| 30D | +10.5% | -6.5% | +17.0% | +12.7% |
| 3M | +15.2% | -14.2% | +29.3% | +20.5% |
| 6M | +36.7% | +2.7% | +34.0% | +33.9% |
| YTD | -0.6% | +8.9% | -9.4% | -5.4% |
| 1Y | -4.1% | +23.4% | -27.5% | -12.7% |
| 3Y | +73.2% | +257.9% | -184.7% | +6.9% |
| 5Y | +74.1% | +297.8% | -223.6% | +0.1% |
| 10Y | +222.9% | +259.6% | -36.7% | +84.7% |
| All | +222.9% | +267.2% | -44.3% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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