+657.6%
STM vs SAN
+338.5%
+319.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +5.2% | +3.3% | +1.9% | +3.2% |
| 30D | -7.4% | +1.1% | -8.5% | -8.0% |
| 3M | -30.6% | +22.2% | -52.8% | -38.0% |
| 6M | +66.4% | +36.0% | +30.4% | +39.6% |
| YTD | +101.1% | +28.2% | +72.9% | +73.5% |
| 1Y | +97.4% | +54.1% | +43.2% | +52.7% |
| 3Y | +21.1% | +354.2% | -333.1% | -50.9% |
| 5Y | +22.5% | +387.3% | -364.8% | -54.3% |
| 10Y | +657.6% | +334.8% | +322.8% | +197.8% |
| All | +657.6% | +338.5% | +319.1% | +197.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling