+311.1%
SPOT vs SAN
+150.4%
+160.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | +1.6% | +4.0% | -2.4% | +0.6% |
| 30D | +16.9% | -7.8% | +24.7% | +19.0% |
| 3M | +23.0% | -16.4% | +39.3% | +28.0% |
| 6M | +42.2% | +3.5% | +38.6% | +39.5% |
| YTD | +5.5% | +6.7% | -1.2% | +1.7% |
| 1Y | -5.1% | +14.5% | -19.6% | -10.3% |
| 3Y | +257.9% | +243.5% | +14.4% | +147.4% |
| 5Y | +118.4% | +296.2% | -177.8% | +40.1% |
| All | +311.1% | +150.4% | +160.7% | +198.8% |
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