+295.5%
SPGI vs SAN
+338.5%
-43.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | -2.5% | +3.3% | -5.8% | -3.3% |
| 30D | +5.4% | +1.1% | +4.3% | +5.1% |
| 3M | +9.0% | +22.2% | -13.2% | +3.3% |
| 6M | +0.8% | +36.0% | -35.2% | -7.6% |
| YTD | -12.6% | +28.2% | -40.8% | -18.8% |
| 1Y | -16.1% | +54.1% | -70.3% | -26.1% |
| 3Y | +19.0% | +354.2% | -335.3% | -23.2% |
| 5Y | +5.1% | +387.3% | -382.2% | -35.7% |
| 10Y | +295.5% | +334.8% | -39.4% | +138.3% |
| All | +295.5% | +338.5% | -43.1% | +138.3% |
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