+4,532.8%
SITM vs SAN
+352.6%
+4,180.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | +4.8% | -2.8% | +7.6% | +6.6% |
| 30D | -9.7% | -0.5% | -9.2% | -9.4% |
| 3M | -9.3% | +22.7% | -32.1% | -19.6% |
| 6M | +69.5% | +28.8% | +40.7% | +45.8% |
| YTD | +70.5% | +26.3% | +44.3% | +47.0% |
| 1Y | +145.3% | +48.8% | +96.4% | +92.4% |
| 3Y | +432.8% | +347.2% | +85.6% | +124.0% |
| 5Y | +174.0% | +383.8% | -209.7% | +7.5% |
| All | +4,532.8% | +352.6% | +4,180.3% | +1,788.6% |
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