+307.8%
SPY vs SAN
+270.1%
+37.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.6% |
| 7D | +2.6% | +4.0% | -1.4% | +1.4% |
| 30D | -2.0% | -7.8% | +5.8% | +0.2% |
| 3M | -2.8% | -16.4% | +13.6% | +2.1% |
| 6M | +2.1% | +3.5% | -1.4% | +0.4% |
| YTD | +11.5% | +6.7% | +4.8% | +7.7% |
| 1Y | +13.5% | +14.5% | -1.0% | +7.2% |
| 3Y | +77.7% | +243.5% | -165.8% | +17.9% |
| 5Y | +72.6% | +296.2% | -223.6% | +5.9% |
| All | +307.8% | +270.1% | +37.7% | +148.7% |
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