+3,676.0%
STX vs SAN
+338.5%
+3,337.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.0% | +6.7% |
| 7D | +10.7% | +3.3% | +7.4% | +9.3% |
| 30D | +11.3% | +1.1% | +10.2% | +10.8% |
| 3M | +3.2% | +22.2% | -19.0% | -4.4% |
| 6M | +157.0% | +36.0% | +121.0% | +128.1% |
| YTD | +229.2% | +28.2% | +201.0% | +197.6% |
| 1Y | +381.8% | +54.1% | +327.7% | +308.1% |
| 3Y | +1,383.2% | +354.2% | +1,028.9% | +728.3% |
| 5Y | +1,144.9% | +387.3% | +757.6% | +554.4% |
| 10Y | +3,676.0% | +334.8% | +3,341.2% | +1,897.8% |
| All | +3,676.0% | +338.5% | +3,337.5% | +1,897.8% |
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