+252.8%
SPOT vs SAN
+203.1%
+49.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.2% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | +7.4% | +0.9% | +6.4% | +7.1% |
| 3M | +8.2% | +19.1% | -10.9% | +3.3% |
| 6M | +2.2% | +33.2% | -31.0% | -5.8% |
| YTD | -9.5% | +29.1% | -38.6% | -16.4% |
| 1Y | -23.8% | +50.2% | -74.1% | -32.7% |
| 3Y | +233.5% | +351.0% | -117.6% | +115.7% |
| 5Y | +112.2% | +394.7% | -282.5% | +29.4% |
| All | +252.8% | +203.1% | +49.8% | +145.6% |
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