+410.2%
SPYG vs SAN
+347.0%
+63.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.8% | -2.8% | +1.0% | -1.0% |
| 30D | -1.9% | -0.5% | -1.4% | -1.8% |
| 3M | +5.2% | +22.7% | -17.6% | -1.1% |
| 6M | +15.6% | +28.8% | -13.2% | +6.9% |
| YTD | +12.4% | +26.3% | -13.8% | +4.1% |
| 1Y | +17.5% | +48.8% | -31.4% | +3.6% |
| 3Y | +98.1% | +347.2% | -249.1% | +24.8% |
| 5Y | +84.9% | +383.8% | -298.9% | +10.2% |
| All | +410.2% | +347.0% | +63.2% | +200.5% |
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