+319.7%
SPY vs SAN
+329.5%
-9.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | -1.4% | -0.1% | -1.3% | -1.4% |
| 3M | +3.7% | +19.6% | -15.9% | -1.9% |
| 6M | +13.0% | +32.7% | -19.7% | +3.3% |
| YTD | +12.4% | +26.7% | -14.3% | +3.6% |
| 1Y | +18.5% | +51.6% | -33.1% | +3.3% |
| 3Y | +77.6% | +348.7% | -271.1% | +9.2% |
| 5Y | +81.7% | +378.7% | -297.0% | +5.8% |
| 10Y | +319.7% | +336.9% | -17.3% | +138.5% |
| All | +319.7% | +329.5% | -9.9% | +138.5% |
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