+176.2%
SAP vs SAN
+338.5%
-162.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -0.3% | +3.3% | -3.6% | -1.4% |
| 30D | +2.6% | +1.1% | +1.5% | +2.1% |
| 3M | +16.3% | +22.2% | -5.9% | +8.1% |
| 6M | +6.4% | +36.0% | -29.6% | -5.0% |
| YTD | -11.4% | +28.2% | -39.7% | -19.8% |
| 1Y | -20.4% | +54.1% | -74.5% | -32.6% |
| 3Y | +56.5% | +354.2% | -297.7% | -10.5% |
| 5Y | +56.8% | +387.3% | -330.5% | -15.5% |
| 10Y | +176.2% | +334.8% | -158.6% | +45.4% |
| All | +176.2% | +338.5% | -162.3% | +45.4% |
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