+514.3%
SPMO vs SAN
+347.0%
+167.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +0.1% | -2.8% | +2.9% | +0.8% |
| 30D | -0.7% | -0.5% | -0.1% | -0.6% |
| 3M | +2.8% | +22.7% | -19.9% | -2.8% |
| 6M | +24.4% | +28.8% | -4.4% | +16.0% |
| YTD | +24.2% | +26.3% | -2.1% | +15.8% |
| 1Y | +24.5% | +48.8% | -24.4% | +11.0% |
| 3Y | +155.6% | +347.2% | -191.6% | +68.8% |
| 5Y | +148.2% | +383.8% | -235.6% | +55.6% |
| All | +514.3% | +347.0% | +167.4% | +296.0% |
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