+115.9%
SPG vs SAN
+275.0%
-159.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.4% |
| 7D | +2.7% | +3.4% | -0.7% | +0.9% |
| 30D | +16.6% | -6.3% | +22.8% | +19.8% |
| 3M | +8.1% | -14.1% | +22.2% | +15.6% |
| 6M | +19.3% | +4.2% | +15.2% | +14.7% |
| YTD | +31.1% | +9.0% | +22.0% | +20.8% |
| 1Y | +32.8% | +18.8% | +14.0% | +16.6% |
| 3Y | +135.8% | +252.0% | -116.2% | +8.3% |
| 5Y | +85.1% | +299.5% | -214.4% | -26.2% |
| 10Y | +115.9% | +276.7% | -160.7% | -26.7% |
| All | +115.9% | +275.0% | -159.1% | -26.7% |
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