+372.3%
SE vs SAN
+153.8%
+218.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | 0.0% | +10.8% | -10.7% | -4.1% |
| 30D | -19.4% | -5.7% | -13.6% | -17.6% |
| 3M | -33.1% | -13.4% | -19.7% | -29.3% |
| 6M | -11.4% | +3.5% | -15.0% | -13.4% |
| YTD | -39.8% | +9.7% | -49.5% | -42.7% |
| 1Y | -50.5% | +20.9% | -71.3% | -54.8% |
| 3Y | +68.9% | +254.3% | -185.4% | -2.8% |
| 5Y | -77.1% | +304.2% | -381.3% | -87.8% |
| All | +372.3% | +153.8% | +218.5% | +151.9% |
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