+262.0%
STT vs SAN
+338.5%
-76.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.0% |
| 7D | +2.2% | +3.3% | -1.2% | +0.3% |
| 30D | +3.9% | +1.1% | +2.8% | +3.3% |
| 3M | +19.2% | +22.2% | -3.0% | +6.3% |
| 6M | +60.4% | +36.0% | +24.4% | +33.7% |
| YTD | +51.5% | +28.2% | +23.2% | +29.3% |
| 1Y | +76.3% | +54.1% | +22.2% | +35.2% |
| 3Y | +200.7% | +354.2% | -153.5% | +17.9% |
| 5Y | +157.5% | +387.3% | -229.8% | -6.7% |
| 10Y | +262.0% | +334.8% | -72.8% | +30.6% |
| All | +262.0% | +338.5% | -76.5% | +30.6% |
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