+62.2%
SPG vs SAN
+338.5%
-276.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.4% |
| 7D | 0.0% | +3.3% | -3.3% | -1.7% |
| 30D | -4.9% | +1.1% | -6.0% | -5.6% |
| 3M | +3.3% | +22.2% | -18.9% | -7.3% |
| 6M | +11.2% | +36.0% | -24.8% | -6.4% |
| YTD | +17.1% | +28.2% | -11.2% | +0.4% |
| 1Y | +21.6% | +54.1% | -32.5% | -5.9% |
| 3Y | +111.9% | +354.2% | -242.4% | -13.5% |
| 5Y | +106.9% | +387.3% | -280.4% | -24.6% |
| 10Y | +62.2% | +334.8% | -272.6% | -48.8% |
| All | +62.2% | +338.5% | -276.3% | -48.8% |
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