+597.0%
SE vs SAN
+196.6%
+400.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +0.6% | +3.3% | -2.7% | -0.8% |
| 30D | -0.1% | +1.1% | -1.2% | -0.6% |
| 3M | +34.1% | +22.2% | +11.9% | +23.1% |
| 6M | +23.2% | +36.0% | -12.8% | +8.0% |
| YTD | -11.2% | +28.2% | -39.4% | -20.4% |
| 1Y | -40.5% | +54.1% | -94.7% | -50.8% |
| 3Y | +196.3% | +354.2% | -158.0% | +54.4% |
| 5Y | -67.0% | +387.3% | -454.3% | -83.6% |
| All | +597.0% | +196.6% | +400.4% | +250.0% |
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