+2,071.0%
STX vs SAN
+267.2%
+1,803.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +6.1% | +3.7% | +7.5% |
| 7D | -14.8% | +8.7% | -23.5% | -17.5% |
| 30D | -35.4% | -6.5% | -28.9% | -33.9% |
| 3M | -37.7% | -14.2% | -23.5% | -34.4% |
| 6M | -35.2% | +2.7% | -38.0% | -36.4% |
| YTD | +84.4% | +8.9% | +75.5% | +76.2% |
| 1Y | +82.3% | +23.4% | +58.9% | +66.4% |
| 3Y | +646.2% | +257.9% | +388.3% | +353.5% |
| 5Y | +487.4% | +297.8% | +189.7% | +231.8% |
| 10Y | +2,071.0% | +259.6% | +1,811.4% | +1,171.8% |
| All | +2,071.0% | +267.2% | +1,803.8% | +1,171.8% |
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 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