+120.0%
SRE vs SAN
+347.0%
-227.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -0.7% | -2.8% | +2.1% | -0.1% |
| 30D | -1.7% | -0.5% | -1.2% | -1.7% |
| 3M | -7.1% | +22.7% | -29.8% | -11.4% |
| 6M | -8.4% | +28.8% | -37.2% | -14.0% |
| YTD | -3.5% | +26.3% | -29.8% | -9.5% |
| 1Y | +5.4% | +48.8% | -43.5% | -5.1% |
| 3Y | +29.5% | +347.2% | -317.7% | -12.2% |
| 5Y | +48.3% | +383.8% | -335.5% | -4.5% |
| All | +120.0% | +347.0% | -227.0% | +27.6% |
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