+338.6%
SPGI vs SAN
+267.7%
+70.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.7% |
| 7D | -0.8% | +1.0% | -1.8% | -1.1% |
| 30D | +14.3% | -9.4% | +23.6% | +16.9% |
| 3M | +14.5% | -17.1% | +31.6% | +19.7% |
| 6M | +17.3% | +2.2% | +15.1% | +15.8% |
| YTD | -4.6% | +6.0% | -10.6% | -7.3% |
| 1Y | +0.8% | +12.7% | -11.9% | -3.8% |
| 3Y | +28.8% | +242.1% | -213.4% | -10.6% |
| 5Y | +14.0% | +293.6% | -279.6% | -26.1% |
| All | +338.6% | +267.7% | +70.9% | +190.7% |
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