+439.5%
SN vs SAN
+223.8%
+215.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.7% |
| 7D | +7.2% | +4.9% | +2.3% | +4.8% |
| 30D | +20.4% | -13.0% | +33.4% | +27.9% |
| 3M | +23.9% | -18.9% | +42.8% | +35.5% |
| 6M | +93.0% | -4.1% | +97.2% | +94.0% |
| YTD | +99.2% | +2.6% | +96.7% | +91.7% |
| 1Y | +142.6% | +16.9% | +125.7% | +119.7% |
| 3Y | +398.8% | +239.1% | +159.7% | +187.2% |
| All | +439.5% | +223.8% | +215.7% | +199.6% |
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